+579.5%
CEG vs QLD
+113.5%
+466.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.6% | -2.0% | +0.6% |
| 7D | +11.8% | -1.2% | +13.0% | +12.1% |
| 30D | -6.5% | -15.7% | +9.2% | +0.2% |
| 3M | -1.2% | -10.0% | +8.9% | +3.0% |
| 6M | -8.0% | -11.2% | +3.2% | -4.8% |
| YTD | -21.9% | +16.4% | -38.2% | -28.7% |
| 1Y | -21.4% | +12.7% | -34.1% | -27.2% |
| 3Y | +130.0% | +152.3% | -22.3% | +59.1% |
| All | +579.5% | +113.5% | +466.0% | +340.8% |
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