+20.8%
CIEN vs QLD
+1.8%
+19.0%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.5% | +2.9% | +2.6% |
| 7D | -24.1% | -10.3% | -13.8% | -14.1% |
| 30D | -45.5% | -26.1% | -19.4% | -23.3% |
| 3M | -39.7% | -17.8% | -22.0% | -23.4% |
| 6M | -57.8% | -15.6% | -42.2% | -48.5% |
| YTD | +4.1% | +5.4% | -1.3% | -0.3% |
| 1Y | +20.8% | +5.2% | +15.6% | +16.9% |
| All | +20.8% | +1.8% | +19.0% | +16.9% |
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