+666.8%
CIEN vs QLD
+7,183.5%
-6,516.7%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -12.7% | -2.5% | -7.3% |
| 7D | -34.0% | -18.6% | -15.4% | -24.5% |
| 30D | -48.0% | -28.3% | -19.7% | -35.2% |
| 3M | -43.5% | -20.4% | -23.2% | -33.8% |
| 6M | -57.6% | -14.3% | -43.3% | -52.3% |
| YTD | -1.3% | +2.8% | -4.1% | 0.0% |
| 1Y | +17.9% | -1.2% | +19.1% | +23.0% |
| 3Y | +425.8% | +135.3% | +290.4% | +223.8% |
| 5Y | +281.5% | +62.6% | +218.9% | +160.9% |
| 10Y | +1,099.0% | +1,384.3% | -285.3% | +45.6% |
| All | +666.8% | +7,183.5% | -6,516.7% | -76.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling