+569.7%
CIEN vs QLD
+178.0%
+391.7%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +0.9% |
| 7D | -15.2% | +0.6% | -15.7% | -15.7% |
| 30D | -21.5% | -0.1% | -21.4% | -21.2% |
| 3M | -40.1% | -8.4% | -31.7% | -36.0% |
| 6M | -6.6% | +32.2% | -38.8% | -23.7% |
| YTD | +37.3% | +28.9% | +8.4% | +14.2% |
| 1Y | +174.5% | +43.8% | +130.7% | +113.3% |
| All | +569.7% | +178.0% | +391.7% | +280.7% |
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