+42.1%
CVX vs QLD
+178.0%
-135.9%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.3% |
| 7D | +3.3% | +0.6% | +2.8% | +3.3% |
| 30D | +12.9% | -0.1% | +13.0% | +12.9% |
| 3M | +11.7% | -8.4% | +20.1% | +12.2% |
| 6M | +14.1% | +32.2% | -18.1% | +10.2% |
| YTD | +40.7% | +28.9% | +11.8% | +36.0% |
| 1Y | +37.5% | +43.8% | -6.3% | +30.2% |
| All | +42.1% | +178.0% | -135.9% | +25.2% |
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