+60.7%
COP vs QLD
+13.1%
+47.5%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +1.9% | -7.0% | -4.7% |
| 7D | -8.1% | -9.4% | +1.3% | -10.4% |
| 30D | +6.7% | -17.1% | +23.7% | +1.9% |
| 3M | +16.9% | -10.4% | +27.3% | +14.2% |
| 6M | +11.2% | +0.7% | +10.4% | +13.3% |
| YTD | +49.5% | +17.7% | +31.8% | +58.7% |
| 1Y | +60.7% | +14.7% | +46.0% | +71.9% |
| All | +60.7% | +13.1% | +47.5% | +71.9% |
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