+63.2%
CME vs QLD
+140.3%
-77.2%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.5% | -3.0% | -0.2% |
| 7D | +0.9% | -10.3% | +11.2% | 0.0% |
| 30D | +13.2% | -26.1% | +39.2% | +10.2% |
| 3M | +16.3% | -17.8% | +34.0% | +14.4% |
| 6M | +7.1% | -15.6% | +22.7% | +6.0% |
| YTD | +15.8% | +5.4% | +10.5% | +16.4% |
| 1Y | +17.1% | +5.2% | +11.8% | +17.7% |
| 3Y | +63.2% | +139.4% | -76.3% | +75.7% |
| All | +63.2% | +140.3% | -77.2% | +75.7% |
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 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