+383.6%
CMG vs QLD
+1,470.2%
-1,086.6%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +6.8% | -3.0% | +1.4% |
| 7D | +8.6% | -1.4% | +10.0% | +8.6% |
| 30D | +13.1% | -19.6% | +32.7% | +21.1% |
| 3M | +9.0% | -14.1% | +23.1% | +13.4% |
| 6M | +10.0% | -13.6% | +23.6% | +11.9% |
| YTD | -3.4% | +12.5% | -15.9% | -11.8% |
| 1Y | +16.8% | +13.1% | +3.7% | +6.0% |
| 3Y | -14.7% | +154.7% | -169.4% | -46.4% |
| 5Y | -1.5% | +81.1% | -82.6% | -33.8% |
| 10Y | +383.6% | +1,418.0% | -1,034.4% | +112.6% |
| All | +383.6% | +1,470.2% | -1,086.6% | +112.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling