+37.2%
CVS vs QLD
+1,375.1%
-1,337.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.5% | +0.6% | +2.7% |
| 7D | -7.1% | -10.3% | +3.2% | -5.6% |
| 30D | -4.0% | -26.1% | +22.1% | +0.7% |
| 3M | -12.2% | -17.8% | +5.5% | -9.8% |
| 6M | -2.2% | -15.6% | +13.4% | -0.7% |
| YTD | +8.9% | +5.4% | +3.5% | +5.5% |
| 1Y | +9.9% | +5.2% | +4.6% | +6.2% |
| 3Y | +32.1% | +139.4% | -107.4% | +3.8% |
| 5Y | +5.7% | +66.7% | -61.0% | -14.2% |
| All | +37.2% | +1,375.1% | -1,337.9% | -33.2% |
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