+321.5%
CMG vs QLD
+1,628.0%
-1,306.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -2.0% | -1.7% |
| 7D | -2.8% | +0.6% | -3.4% | -3.1% |
| 30D | +7.1% | -0.1% | +7.3% | +7.0% |
| 3M | +31.2% | -8.4% | +39.5% | +33.0% |
| 6M | +0.7% | +32.2% | -31.5% | -11.9% |
| YTD | -0.1% | +28.9% | -29.0% | -11.9% |
| 1Y | -10.7% | +43.8% | -54.6% | -25.0% |
| 3Y | -4.7% | +176.6% | -181.3% | -41.1% |
| 5Y | -3.8% | +121.6% | -125.3% | -39.2% |
| All | +321.5% | +1,628.0% | -1,306.6% | +45.5% |
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