+176.1%
QLD vs CAG
-36.5%
+212.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.2% |
| 7D | +0.6% | -3.8% | +4.4% | -0.1% |
| 30D | -0.1% | +3.1% | -3.3% | +0.4% |
| 3M | -8.4% | +23.5% | -31.8% | -4.9% |
| 6M | +32.2% | -14.8% | +47.1% | +31.8% |
| YTD | +28.9% | -5.4% | +34.3% | +30.1% |
| 1Y | +43.8% | -11.8% | +55.6% | +44.5% |
| All | +176.1% | -36.5% | +212.6% | +163.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling