+1,502.1%
QLD vs CAG
-37.3%
+1,539.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.2% | -3.7% | -2.7% |
| 7D | +7.0% | -3.3% | +10.3% | +7.6% |
| 30D | -14.3% | +7.7% | -22.0% | -16.0% |
| 3M | -16.0% | -3.2% | -12.8% | -16.0% |
| 6M | -14.2% | +7.0% | -21.2% | -16.6% |
| YTD | +12.8% | -9.0% | +21.7% | +13.2% |
| 1Y | +14.1% | -9.6% | +23.7% | +14.5% |
| 3Y | +146.0% | -36.0% | +181.9% | +165.0% |
| 5Y | +82.0% | -40.9% | +122.9% | +99.6% |
| All | +1,502.1% | -37.3% | +1,539.4% | +1,452.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 10y: compounded portfolio wealth divided by compounded CAG 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…
10y analysis · Full analysis span regression · 6 months rolling