+187.4%
CEG vs QLD
+178.0%
+9.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.3% | +4.5% | +4.7% |
| 7D | +8.0% | +0.6% | +7.5% | +7.6% |
| 30D | +12.9% | -0.1% | +13.1% | +12.9% |
| 3M | +13.2% | -8.4% | +21.5% | +17.1% |
| 6M | -7.0% | +32.2% | -39.2% | -24.9% |
| YTD | -15.0% | +28.9% | -43.9% | -30.3% |
| 1Y | -2.7% | +43.8% | -46.6% | -25.8% |
| All | +187.4% | +178.0% | +9.4% | +56.4% |
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 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