+17.1%
CME vs QLD
+1.8%
+15.3%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.5% | -3.0% | 0.0% |
| 7D | +0.9% | -10.3% | +11.2% | -0.8% |
| 30D | +13.2% | -26.1% | +39.2% | +7.7% |
| 3M | +16.3% | -17.8% | +34.0% | +12.8% |
| 6M | +7.1% | -15.6% | +22.7% | +5.0% |
| YTD | +15.8% | +5.4% | +10.5% | +16.5% |
| 1Y | +17.1% | +5.2% | +11.8% | +17.8% |
| All | +17.1% | +1.8% | +15.3% | +17.8% |
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