+219.3%
COF vs QLD
+8,147.0%
-7,927.7%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.6% | -4.0% | -2.0% |
| 7D | -4.5% | -1.2% | -3.3% | -4.8% |
| 30D | -2.0% | -15.7% | +13.7% | +6.2% |
| 3M | -9.7% | -10.0% | +0.3% | -6.2% |
| 6M | +8.0% | -11.2% | +19.2% | +10.6% |
| YTD | -17.7% | +16.4% | -34.1% | -28.7% |
| 1Y | -9.3% | +12.7% | -22.0% | -20.3% |
| 3Y | +96.3% | +152.3% | -56.0% | +0.4% |
| 5Y | +37.0% | +91.8% | -54.8% | -26.4% |
| 10Y | +188.1% | +1,520.2% | -1,332.1% | -71.7% |
| All | +219.3% | +8,147.0% | -7,927.7% | -93.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling