+178.6%
COF vs QLD
+1,518.9%
-1,340.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.6% | -4.0% | -1.3% |
| 7D | -4.5% | -1.2% | -3.3% | -4.7% |
| 30D | -2.0% | -15.7% | +13.7% | +4.3% |
| 3M | -9.7% | -10.0% | +0.3% | -6.9% |
| 6M | +8.0% | -11.2% | +19.2% | +10.3% |
| YTD | -17.7% | +16.4% | -34.1% | -26.0% |
| 1Y | -9.3% | +12.7% | -22.0% | -17.4% |
| 3Y | +96.3% | +152.3% | -56.0% | +19.8% |
| 5Y | +37.0% | +91.8% | -54.8% | -12.9% |
| All | +178.6% | +1,518.9% | -1,340.3% | -29.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling