+7.1%
QLD vs CAG
-5.9%
+13.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.5% |
| 7D | -3.8% | +6.6% | -10.4% | -1.3% |
| 30D | -20.5% | +13.9% | -34.5% | -16.2% |
| 3M | -14.6% | +4.0% | -18.7% | -12.4% |
| 6M | -14.7% | +10.0% | -24.6% | -9.1% |
| YTD | +11.2% | -6.1% | +17.3% | +14.4% |
| 1Y | +7.1% | -4.3% | +11.4% | +9.9% |
| All | +7.1% | -5.9% | +13.0% | +9.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling