+95.9%
CEG vs QLD
+134.4%
-38.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -12.7% | +10.3% | +5.1% |
| 7D | -9.4% | -18.6% | +9.1% | +1.5% |
| 30D | -20.2% | -28.3% | +8.1% | -3.5% |
| 3M | -9.5% | -20.4% | +10.9% | +2.6% |
| 6M | -25.0% | -14.3% | -10.7% | -21.0% |
| YTD | -31.9% | +2.8% | -34.6% | -36.9% |
| 1Y | -33.7% | -1.2% | -32.4% | -36.8% |
| All | +95.9% | +134.4% | -38.5% | +17.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling