+82.1%
QLD vs CAG
-41.0%
+123.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.2% | -3.7% | -2.4% |
| 7D | +7.0% | -3.3% | +10.3% | +6.8% |
| 30D | -14.3% | +7.7% | -22.0% | -13.9% |
| 3M | -16.0% | -3.2% | -12.8% | -15.8% |
| 6M | -14.2% | +7.0% | -21.2% | -13.7% |
| YTD | +12.8% | -9.0% | +21.7% | +13.9% |
| 1Y | +14.1% | -9.6% | +23.7% | +15.2% |
| 3Y | +146.0% | -36.0% | +181.9% | +151.9% |
| All | +82.1% | -41.0% | +123.1% | +100.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling