+8,229.2%
QLD vs CAG
+79.0%
+8,150.2%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.4% | +7.0% | +5.7% |
| 7D | -1.2% | -1.8% | +0.6% | -0.7% |
| 30D | -15.7% | +9.7% | -25.4% | -20.3% |
| 3M | -10.0% | +0.5% | -10.5% | -11.9% |
| 6M | -11.2% | +8.9% | -20.1% | -17.9% |
| YTD | +16.4% | -8.4% | +24.7% | +15.2% |
| 1Y | +12.7% | -8.3% | +21.0% | +11.2% |
| 3Y | +152.3% | -36.1% | +188.4% | +185.8% |
| 5Y | +91.8% | -40.1% | +131.9% | +119.2% |
| 10Y | +1,520.2% | -36.9% | +1,557.1% | +1,465.2% |
| All | +8,229.2% | +79.0% | +8,150.2% | +2,596.0% |
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 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