+19.6%
CME vs QLD
+13.1%
+6.4%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.9% | -0.5% | +1.7% |
| 7D | +4.8% | -9.4% | +14.2% | +3.0% |
| 30D | +14.2% | -17.1% | +31.2% | +10.7% |
| 3M | +17.9% | -10.4% | +28.3% | +15.9% |
| 6M | +7.2% | +0.7% | +6.5% | +7.8% |
| YTD | +16.7% | +17.7% | -1.0% | +19.6% |
| 1Y | +19.6% | +14.7% | +4.9% | +22.5% |
| All | +19.6% | +13.1% | +6.4% | +22.5% |
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