+67.2%
QLD vs CAG
-39.4%
+106.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.7% | +4.3% | +2.4% |
| 7D | -10.3% | +5.8% | -16.1% | -9.9% |
| 30D | -26.1% | +16.4% | -42.4% | -25.5% |
| 3M | -17.8% | +3.8% | -21.6% | -17.4% |
| 6M | -15.6% | +10.8% | -26.4% | -14.9% |
| YTD | +5.4% | -5.8% | +11.2% | +6.7% |
| 1Y | +5.2% | -2.4% | +7.6% | +6.1% |
| 3Y | +139.4% | -33.4% | +172.9% | +145.3% |
| All | +67.2% | -39.4% | +106.6% | +83.9% |
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 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