-5.1%
COF vs QLD
+13.1%
-18.2%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.9% | -3.0% | -1.7% |
| 7D | +0.7% | -9.4% | +10.1% | +3.4% |
| 30D | +5.7% | -17.1% | +22.8% | +11.3% |
| 3M | -6.7% | -10.4% | +3.7% | -4.2% |
| 6M | +9.5% | +0.7% | +8.7% | +5.0% |
| YTD | -13.9% | +17.7% | -31.6% | -24.4% |
| 1Y | -5.1% | +14.7% | -19.7% | -15.9% |
| All | -5.1% | +13.1% | -18.2% | -15.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling