+323.5%
CVS vs QLD
+7,183.5%
-6,860.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -12.7% | +14.4% | +4.8% |
| 7D | -10.0% | -18.6% | +8.6% | -5.7% |
| 30D | -5.2% | -28.3% | +23.1% | +2.1% |
| 3M | -17.4% | -20.4% | +3.0% | -13.5% |
| 6M | +2.1% | -14.3% | +16.4% | +3.9% |
| YTD | +5.6% | +2.8% | +2.9% | +1.8% |
| 1Y | +6.7% | -1.2% | +7.9% | +3.6% |
| 3Y | +29.6% | +135.3% | -105.7% | -5.2% |
| 5Y | +2.5% | +62.6% | -60.1% | -22.5% |
| 10Y | +34.8% | +1,384.3% | -1,349.4% | -55.3% |
| All | +323.5% | +7,183.5% | -6,860.0% | -32.4% |
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 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