+63.9%
CME vs QLD
+134.4%
-70.5%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -12.7% | +12.4% | -1.5% |
| 7D | +3.7% | -18.6% | +22.2% | +1.7% |
| 30D | +13.7% | -28.3% | +42.0% | +10.4% |
| 3M | +16.6% | -20.4% | +37.0% | +14.3% |
| 6M | +8.2% | -14.3% | +22.5% | +7.0% |
| YTD | +16.3% | +2.8% | +13.6% | +16.7% |
| 1Y | +19.1% | -1.2% | +20.3% | +19.2% |
| All | +63.9% | +134.4% | -70.5% | +76.1% |
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