+500.3%
CME vs QLD
+9,036.4%
-8,536.1%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | -1.6% | +0.6% | -2.1% | -1.8% |
| 30D | +6.2% | -0.1% | +6.4% | +6.1% |
| 3M | +10.4% | -8.4% | +18.8% | +11.7% |
| 6M | -9.5% | +32.2% | -41.7% | -20.6% |
| YTD | +6.0% | +28.9% | -22.9% | -6.6% |
| 1Y | +9.3% | +43.8% | -34.6% | -8.4% |
| 3Y | +57.7% | +176.6% | -118.9% | -6.9% |
| 5Y | +77.7% | +121.6% | -43.9% | +2.8% |
| 10Y | +281.2% | +1,652.9% | -1,371.7% | -37.8% |
| All | +500.3% | +9,036.4% | -8,536.1% | -72.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling