+41.7%
COF vs QLD
+66.7%
-25.0%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.5% | -3.5% | -2.0% |
| 7D | -1.5% | -10.3% | +8.8% | +2.5% |
| 30D | +3.0% | -26.1% | +29.1% | +15.9% |
| 3M | -7.9% | -17.8% | +9.8% | -1.3% |
| 6M | +5.2% | -15.6% | +20.8% | +9.6% |
| YTD | -15.7% | +5.4% | -21.1% | -21.0% |
| 1Y | -5.5% | +5.2% | -10.7% | -11.5% |
| 3Y | +100.5% | +139.4% | -38.9% | +25.0% |
| All | +41.7% | +66.7% | -25.0% | -12.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling