+173.6%
COF vs QLD
+1,508.4%
-1,334.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.1% | -1.5% |
| 7D | -5.0% | +12.5% | -17.5% | -9.9% |
| 30D | -2.3% | -15.7% | +13.4% | +4.0% |
| 3M | -12.7% | -11.9% | -0.7% | -9.1% |
| 6M | +6.2% | -10.3% | +16.5% | +8.0% |
| YTD | -19.2% | +15.6% | -34.8% | -27.1% |
| 1Y | -11.5% | +12.1% | -23.6% | -19.3% |
| 3Y | +92.8% | +150.7% | -57.9% | +18.0% |
| 5Y | +34.3% | +86.6% | -52.3% | -13.5% |
| All | +173.6% | +1,508.4% | -1,334.8% | -30.4% |
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 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