+7,256.1%
QLD vs CAG
+87.2%
+7,168.9%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | +2.7% | -15.5% | -14.0% |
| 7D | -18.6% | +11.4% | -29.9% | -22.8% |
| 30D | -28.3% | +16.7% | -44.9% | -34.1% |
| 3M | -20.4% | +4.5% | -24.9% | -23.4% |
| 6M | -14.3% | +13.3% | -27.6% | -22.1% |
| YTD | +2.8% | -4.2% | +6.9% | -0.2% |
| 1Y | -1.2% | -2.9% | +1.7% | -5.1% |
| 3Y | +135.3% | -33.2% | +168.5% | +161.3% |
| 5Y | +62.6% | -38.4% | +100.9% | +84.1% |
| 10Y | +1,384.3% | -36.4% | +1,420.7% | +1,347.3% |
| All | +7,256.1% | +87.2% | +7,168.9% | +2,235.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling