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  • CELH vs QLD✓SelectedUSD · QLDCELH vs QLD performance historyLatest closeAs of-3.59%09/08
Stock and ETF performance explorer

CELH vs QLD

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+4,043.9%
QLD return
+1,636.2%
Excess return
+2,407.8%
Maximum drawdown
-77.9%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioQLDExcessAlpha
1D-3.6%-0.2%-3.4%-3.5%
7D-3.8%+3.0%-6.7%-5.2%
30D+6.4%-1.8%+8.3%+7.2%
3M+5.6%-1.8%+7.4%+4.5%
6M-31.1%+36.9%-68.0%-43.7%
YTD-35.4%+28.7%-64.1%-45.7%
1Y-46.9%+41.9%-88.8%-57.6%
3Y-56.0%+184.2%-240.2%-77.9%
5Y+1.2%+122.1%-120.9%-43.6%
10Y+4,043.9%+1,646.5%+2,397.4%+1,161.3%
All+4,043.9%+1,636.2%+2,407.8%+1,161.3%

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 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