+9,127.5%
QLD vs CAG
+84.7%
+9,042.8%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.8% |
| 7D | +0.6% | -3.8% | +4.4% | +2.3% |
| 30D | -0.1% | +3.1% | -3.3% | -1.9% |
| 3M | -8.4% | +23.5% | -31.8% | -18.8% |
| 6M | +32.2% | -14.8% | +47.1% | +39.9% |
| YTD | +28.9% | -5.4% | +34.3% | +27.8% |
| 1Y | +43.8% | -11.8% | +55.6% | +46.5% |
| 3Y | +176.6% | -36.7% | +213.2% | +220.2% |
| 5Y | +121.6% | -40.3% | +161.8% | +158.4% |
| 10Y | +1,652.9% | -37.0% | +1,689.9% | +1,630.5% |
| All | +9,127.5% | +84.7% | +9,042.8% | +2,889.9% |
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 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