+10.9%
CMG vs QLD
+13.1%
-2.2%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.9% | +4.0% | +5.8% |
| 7D | +22.5% | -9.4% | +31.9% | +22.9% |
| 30D | +14.1% | -17.1% | +31.2% | +15.0% |
| 3M | +4.1% | -10.4% | +14.5% | +4.2% |
| 6M | +10.1% | +0.7% | +9.3% | +4.1% |
| YTD | -4.9% | +17.7% | -22.6% | -15.9% |
| 1Y | +10.9% | +14.7% | -3.8% | -1.8% |
| All | +10.9% | +13.1% | -2.2% | -1.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling