+113.1%
COP vs QLD
+61.4%
+51.7%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -12.7% | +11.6% | +0.5% |
| 7D | -9.7% | -18.6% | +8.8% | -7.6% |
| 30D | +4.7% | -28.3% | +33.0% | +8.8% |
| 3M | +18.5% | -20.4% | +38.9% | +21.3% |
| 6M | +11.4% | -14.3% | +25.7% | +11.7% |
| YTD | +47.9% | +2.8% | +45.1% | +43.1% |
| 1Y | +59.3% | -1.2% | +60.5% | +55.0% |
| 3Y | +23.6% | +135.3% | -111.7% | +0.2% |
| 5Y | +113.1% | +62.6% | +50.5% | +78.8% |
| All | +113.1% | +61.4% | +51.7% | +78.8% |
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