-8.6%
COF vs QLD
+10.7%
-19.3%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.5% | +3.2% | +1.3% |
| 7D | -3.4% | +7.0% | -10.4% | -5.0% |
| 30D | +0.4% | -14.3% | +14.7% | +4.1% |
| 3M | -12.5% | -16.0% | +3.5% | -8.9% |
| 6M | +8.3% | -14.2% | +22.5% | +10.4% |
| YTD | -18.6% | +12.8% | -31.3% | -28.1% |
| 1Y | -8.6% | +14.1% | -22.7% | -19.7% |
| All | -8.6% | +10.7% | -19.3% | -19.7% |
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