+1,628.2%
QLD vs CAG
-36.5%
+1,664.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.5% |
| 7D | +0.6% | -3.8% | +4.4% | +1.4% |
| 30D | -0.1% | +3.1% | -3.3% | -0.9% |
| 3M | -8.4% | +23.5% | -31.8% | -13.4% |
| 6M | +32.2% | -14.8% | +47.1% | +36.8% |
| YTD | +28.9% | -5.4% | +34.3% | +29.0% |
| 1Y | +43.8% | -11.8% | +55.6% | +46.2% |
| 3Y | +176.6% | -36.7% | +213.2% | +202.4% |
| 5Y | +121.6% | -40.3% | +161.8% | +144.8% |
| All | +1,628.2% | -36.5% | +1,664.8% | +1,637.6% |
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