+400.2%
CVS vs QLD
+9,036.4%
-8,636.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.6% |
| 7D | +4.0% | +0.6% | +3.4% | +3.8% |
| 30D | -2.4% | -0.1% | -2.3% | -2.5% |
| 3M | +2.7% | -8.4% | +11.0% | +3.8% |
| 6M | +21.9% | +32.2% | -10.3% | +11.7% |
| YTD | +24.7% | +28.9% | -4.2% | +14.7% |
| 1Y | +35.4% | +43.8% | -8.4% | +20.5% |
| 3Y | +65.2% | +176.6% | -111.4% | +17.1% |
| 5Y | +30.5% | +121.6% | -91.0% | -8.3% |
| 10Y | +40.4% | +1,652.9% | -1,612.5% | -54.8% |
| All | +400.2% | +9,036.4% | -8,636.3% | -23.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling