+68.3%
CVX vs QLD
+149.9%
-81.6%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +6.8% | -7.7% | -1.2% |
| 7D | -7.5% | -1.4% | -6.0% | -7.4% |
| 30D | -0.6% | -19.6% | +19.0% | +0.3% |
| 3M | +14.0% | -14.1% | +28.1% | +14.5% |
| 6M | +18.1% | -13.6% | +31.8% | +18.2% |
| YTD | +42.2% | +12.5% | +29.6% | +37.6% |
| 1Y | +41.3% | +13.1% | +28.2% | +36.4% |
| 3Y | +68.3% | +154.7% | -86.4% | +40.6% |
| All | +68.3% | +149.9% | -81.6% | +40.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling