+174.5%
CIEN vs QLD
+46.1%
+128.4%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +0.8% |
| 7D | -15.2% | +0.6% | -15.7% | -15.8% |
| 30D | -21.5% | -0.1% | -21.4% | -21.1% |
| 3M | -40.1% | -8.4% | -31.7% | -35.1% |
| 6M | -6.6% | +32.2% | -38.8% | -30.4% |
| YTD | +37.3% | +28.9% | +8.4% | +5.1% |
| 1Y | +174.5% | +43.8% | +130.7% | +91.0% |
| All | +174.5% | +46.1% | +128.4% | +91.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling