+62.7%
CVS vs QLD
+1,536.4%
-1,473.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.6% | -4.1% | -0.2% |
| 7D | +12.0% | -1.2% | +13.1% | +11.9% |
| 30D | +2.8% | -15.7% | +18.5% | +5.4% |
| 3M | -3.6% | -10.0% | +6.5% | -2.5% |
| 6M | -1.6% | -11.2% | +9.6% | -1.0% |
| YTD | +16.3% | +16.4% | -0.1% | +10.6% |
| 1Y | +15.5% | +12.7% | +2.9% | +10.4% |
| 3Y | +48.1% | +152.3% | -104.2% | +15.4% |
| 5Y | +12.3% | +91.8% | -79.4% | -11.4% |
| 10Y | +62.7% | +1,520.2% | -1,457.6% | -27.4% |
| All | +62.7% | +1,536.4% | -1,473.7% | -27.4% |
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