+2,632.5%
CMG vs QLD
+7,369.0%
-4,736.4%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.5% | -5.3% | -3.8% |
| 7D | +8.0% | -10.3% | +18.2% | +12.2% |
| 30D | +11.9% | -26.1% | +38.0% | +25.0% |
| 3M | +2.1% | -17.8% | +19.9% | +8.6% |
| 6M | +5.2% | -15.6% | +20.7% | +8.0% |
| YTD | -6.9% | +5.4% | -12.3% | -13.5% |
| 1Y | +12.7% | +5.2% | +7.4% | +4.3% |
| 3Y | -16.8% | +139.4% | -156.2% | -48.8% |
| 5Y | -4.1% | +66.7% | -70.8% | -35.4% |
| 10Y | +364.7% | +1,422.1% | -1,057.3% | +1.6% |
| All | +2,632.5% | +7,369.0% | -4,736.4% | +116.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling