+64.2%
CVX vs QLD
+134.4%
-70.2%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -12.7% | +10.9% | -1.3% |
| 7D | -8.0% | -18.6% | +10.6% | -7.2% |
| 30D | +2.6% | -28.3% | +30.9% | +4.0% |
| 3M | +15.2% | -20.4% | +35.6% | +16.1% |
| 6M | +12.5% | -14.3% | +26.8% | +12.0% |
| YTD | +43.6% | +2.8% | +40.8% | +39.6% |
| 1Y | +45.0% | -1.2% | +46.2% | +41.6% |
| All | +64.2% | +134.4% | -70.2% | +38.6% |
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