-4.1%
CMG vs QLD
+80.9%
-85.0%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.5% | +2.8% | +1.2% |
| 7D | +2.5% | +7.0% | -4.5% | +0.1% |
| 30D | +15.6% | -14.3% | +29.9% | +20.8% |
| 3M | +8.2% | -16.0% | +24.2% | +13.3% |
| 6M | +9.9% | -14.2% | +24.1% | +11.9% |
| YTD | -4.6% | +12.8% | -17.4% | -13.6% |
| 1Y | +12.4% | +14.1% | -1.6% | +1.0% |
| 3Y | -18.0% | +146.0% | -163.9% | -49.7% |
| All | -4.1% | +80.9% | -85.0% | -38.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling