-16.8%
CMG vs QLD
+140.3%
-157.1%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.5% | -5.3% | -3.3% |
| 7D | +8.0% | -10.3% | +18.2% | +10.3% |
| 30D | +11.9% | -26.1% | +38.0% | +19.4% |
| 3M | +2.1% | -17.8% | +19.9% | +5.7% |
| 6M | +5.2% | -15.6% | +20.7% | +5.9% |
| YTD | -6.9% | +5.4% | -12.3% | -13.4% |
| 1Y | +12.7% | +5.2% | +7.4% | +4.5% |
| 3Y | -16.8% | +139.4% | -156.2% | -40.9% |
| All | -16.8% | +140.3% | -157.1% | -40.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling