+1,418.0%
QLD vs CAH
+427.0%
+991.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.9% | +5.9% | +6.4% |
| 7D | -1.4% | +7.8% | -9.3% | -4.9% |
| 30D | -19.6% | +15.5% | -35.0% | -25.0% |
| 3M | -14.1% | +16.3% | -30.4% | -20.5% |
| 6M | -13.6% | +50.0% | -63.7% | -29.8% |
| YTD | +12.5% | +34.7% | -22.2% | -4.7% |
| 1Y | +13.1% | +35.9% | -22.8% | -4.7% |
| 3Y | +154.7% | +178.5% | -23.8% | +41.5% |
| 5Y | +81.1% | +515.7% | -434.6% | -36.7% |
| 10Y | +1,418.0% | +421.5% | +996.5% | +430.9% |
| All | +1,418.0% | +427.0% | +991.0% | +430.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 10y: compounded portfolio wealth divided by compounded CAH 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…
10y analysis · Full analysis span regression · 6 months rolling