+1,418.0%
QLD vs CAG
-38.3%
+1,456.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.3% | +6.5% | +6.7% |
| 7D | -1.4% | +4.6% | -6.0% | -2.4% |
| 30D | -19.6% | +14.7% | -34.2% | -22.1% |
| 3M | -14.1% | +2.4% | -16.5% | -15.0% |
| 6M | -13.6% | +10.7% | -24.3% | -16.5% |
| YTD | +12.5% | -5.5% | +18.1% | +12.2% |
| 1Y | +13.1% | -4.6% | +17.7% | +12.3% |
| 3Y | +154.7% | -34.4% | +189.1% | +174.0% |
| 5Y | +81.1% | -39.2% | +120.2% | +97.9% |
| 10Y | +1,418.0% | -39.0% | +1,456.9% | +1,437.4% |
| All | +1,418.0% | -38.3% | +1,456.3% | +1,437.4% |
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