+130.0%
CVX vs QLD
+80.9%
+49.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.5% | +4.1% | +1.9% |
| 7D | +3.4% | +7.0% | -3.6% | +2.7% |
| 30D | -1.0% | -14.3% | +13.3% | +0.2% |
| 3M | +12.2% | -16.0% | +28.2% | +13.6% |
| 6M | +20.3% | -14.2% | +34.6% | +21.0% |
| YTD | +48.3% | +12.8% | +35.5% | +43.4% |
| 1Y | +46.9% | +14.1% | +32.8% | +41.6% |
| 3Y | +73.1% | +146.0% | -72.8% | +45.8% |
| All | +130.0% | +80.9% | +49.1% | +88.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling