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  • CME vs QLD✓SelectedUSD · QLDCME vs QLD performance historyLatest closeAs of-0.27%09/04
Stock and ETF performance explorer

CME vs QLD

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+500.3%
QLD return
+9,036.4%
Excess return
-8,536.1%
Maximum drawdown
-77.5%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioQLDExcessAlpha
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