+79.1%
CME vs QLD
+121.5%
-42.4%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.3% |
| 7D | -1.6% | +0.6% | -2.1% | -1.6% |
| 30D | +6.2% | -0.1% | +6.4% | +6.2% |
| 3M | +10.4% | -8.4% | +18.8% | +10.8% |
| 6M | -9.5% | +32.2% | -41.7% | -11.6% |
| YTD | +6.0% | +28.9% | -22.9% | +3.7% |
| 1Y | +9.3% | +43.8% | -34.6% | +5.7% |
| 3Y | +57.7% | +176.6% | -118.9% | +37.2% |
| All | +79.1% | +121.5% | -42.4% | +56.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling