-8.5%
COF vs QLD
+9.9%
-18.4%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +6.8% | -8.4% | -3.3% |
| 7D | -5.8% | -1.4% | -4.4% | -5.7% |
| 30D | -0.3% | -19.6% | +19.2% | +5.4% |
| 3M | -8.5% | -14.1% | +5.7% | -5.3% |
| 6M | +5.6% | -13.6% | +19.2% | +7.4% |
| YTD | -17.1% | +12.5% | -29.6% | -26.7% |
| All | -8.5% | +9.9% | -18.4% | -18.0% |
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