+57.2%
CVS vs QLD
+1,387.1%
-1,330.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.2% | +5.6% | +4.6% |
| 7D | -2.6% | -3.8% | +1.2% | -2.3% |
| 30D | +4.0% | -20.5% | +24.6% | +7.8% |
| 3M | -6.3% | -14.6% | +8.3% | -4.3% |
| 6M | -0.4% | -14.7% | +14.3% | +0.9% |
| YTD | +15.6% | +11.2% | +4.4% | +10.9% |
| 1Y | +18.3% | +7.1% | +11.2% | +14.1% |
| 3Y | +47.3% | +141.1% | -93.8% | +15.6% |
| 5Y | +13.2% | +84.3% | -71.1% | -10.2% |
| 10Y | +57.2% | +1,450.1% | -1,392.9% | -29.4% |
| All | +57.2% | +1,387.1% | -1,330.0% | -29.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling