+344.2%
CIEN vs QLD
+77.5%
+266.7%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +6.8% | +3.9% | +6.4% |
| 7D | -5.3% | -1.4% | -3.8% | -3.9% |
| 30D | -40.1% | -19.6% | -20.5% | -30.5% |
| 3M | -34.7% | -14.1% | -20.6% | -26.8% |
| 6M | -50.9% | -13.6% | -37.2% | -44.9% |
| YTD | +15.2% | +12.5% | +2.6% | +11.6% |
| 1Y | +35.2% | +13.1% | +22.0% | +31.4% |
| 3Y | +522.6% | +154.7% | +367.9% | +314.7% |
| 5Y | +344.2% | +81.1% | +263.1% | +195.7% |
| All | +344.2% | +77.5% | +266.7% | +195.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling