+18.3%
CVS vs QLD
+8.6%
+9.8%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.2% | +5.6% | +4.4% |
| 7D | -2.6% | -3.8% | +1.2% | -2.8% |
| 30D | +4.0% | -20.5% | +24.6% | +3.5% |
| 3M | -6.3% | -14.6% | +8.3% | -6.7% |
| 6M | -0.4% | -14.7% | +14.3% | -1.3% |
| YTD | +15.6% | +11.2% | +4.4% | +11.2% |
| 1Y | +18.3% | +7.1% | +11.2% | +14.5% |
| All | +18.3% | +8.6% | +9.8% | +14.5% |
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