+324.6%
CMG vs QLD
+1,508.4%
-1,183.8%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.6% | -3.4% | -3.8% |
| 7D | -0.6% | +12.5% | -13.1% | -4.8% |
| 30D | +15.9% | -15.7% | +31.6% | +22.0% |
| 3M | +7.8% | -11.9% | +19.7% | +11.1% |
| 6M | +7.7% | -10.3% | +17.9% | +8.0% |
| YTD | -4.9% | +15.6% | -20.5% | -14.1% |
| 1Y | +12.3% | +12.1% | +0.2% | +2.3% |
| 3Y | -17.1% | +150.7% | -167.7% | -47.6% |
| 5Y | -5.6% | +86.6% | -92.2% | -37.4% |
| All | +324.6% | +1,508.4% | -1,183.8% | +65.7% |
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