-18.2%
CMG vs QLD
+152.7%
-170.9%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.6% | -3.4% | -3.9% |
| 7D | -0.6% | +12.5% | -13.1% | -3.3% |
| 30D | +15.9% | -15.7% | +31.6% | +20.0% |
| 3M | +7.8% | -11.9% | +19.7% | +9.9% |
| 6M | +7.7% | -10.3% | +17.9% | +7.4% |
| YTD | -4.9% | +15.6% | -20.5% | -13.4% |
| 1Y | +12.3% | +12.1% | +0.2% | +3.0% |
| All | -18.2% | +152.7% | -170.9% | -44.4% |
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