-31.9%
CEG vs QLD
+13.1%
-45.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.9% | -8.6% | -7.5% |
| 7D | -4.8% | -9.4% | +4.6% | -0.7% |
| 30D | -8.2% | -17.1% | +8.9% | -0.3% |
| 3M | -7.9% | -10.4% | +2.5% | -3.3% |
| 6M | -23.2% | +0.7% | -24.0% | -26.0% |
| YTD | -30.1% | +17.7% | -47.9% | -36.9% |
| 1Y | -31.9% | +14.7% | -46.6% | -37.3% |
| All | -31.9% | +13.1% | -45.0% | -37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded QLD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling