+518.2%
CEG vs QLD
+93.3%
+424.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.5% | +1.8% | +3.2% |
| 7D | -4.7% | -10.3% | +5.5% | -0.6% |
| 30D | -16.6% | -26.1% | +9.5% | -5.3% |
| 3M | -4.1% | -17.8% | +13.6% | +3.8% |
| 6M | -22.3% | -15.6% | -6.8% | -18.0% |
| YTD | -28.9% | +5.4% | -34.3% | -32.4% |
| 1Y | -28.5% | +5.2% | -33.7% | -31.8% |
| 3Y | +104.3% | +139.4% | -35.2% | +45.4% |
| All | +518.2% | +93.3% | +424.9% | +318.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling