+8.0%
COF vs QLD
-10.5%
+18.5%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.6% | -4.0% | 0.0% |
| 7D | -4.5% | -1.2% | -3.3% | -4.3% |
| 30D | -2.0% | -15.7% | +13.7% | +1.0% |
| 3M | -9.7% | -10.0% | +0.3% | -8.2% |
| 6M | +8.0% | -11.2% | +19.2% | +8.7% |
| All | +8.0% | -10.5% | +18.5% | +8.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling