+125.6%
CVX vs QLD
+66.7%
+58.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.5% | -2.7% | -0.4% |
| 7D | -9.7% | -10.3% | +0.5% | -8.9% |
| 30D | +3.6% | -26.1% | +29.7% | +6.4% |
| 3M | +13.3% | -17.8% | +31.1% | +15.0% |
| 6M | +16.9% | -15.6% | +32.4% | +17.5% |
| YTD | +43.4% | +5.4% | +38.0% | +39.5% |
| 1Y | +44.5% | +5.2% | +39.3% | +40.4% |
| 3Y | +64.0% | +139.4% | -75.5% | +38.2% |
| All | +125.6% | +66.7% | +58.9% | +87.2% |
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 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