+252.4%
COF vs QLD
+1,636.2%
-1,383.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.2% | -2.4% | -2.5% |
| 7D | +1.2% | +3.0% | -1.7% | 0.0% |
| 30D | -1.4% | -1.8% | +0.4% | -0.7% |
| 3M | +19.0% | -1.8% | +20.8% | +18.6% |
| 6M | +14.9% | +36.9% | -22.0% | -2.3% |
| YTD | -10.7% | +28.7% | -39.4% | -22.0% |
| 1Y | -1.3% | +41.9% | -43.2% | -17.9% |
| 3Y | +124.3% | +184.2% | -59.9% | +31.6% |
| 5Y | +51.1% | +122.1% | -71.0% | -8.7% |
| 10Y | +252.4% | +1,646.5% | -1,394.1% | -15.5% |
| All | +252.4% | +1,636.2% | -1,383.8% | -15.5% |
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