+1,351.8%
QLD vs CAH
+440.2%
+911.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.5% | +1.1% | +1.9% |
| 7D | -10.3% | +8.5% | -18.7% | -13.7% |
| 30D | -26.1% | +17.0% | -43.1% | -31.5% |
| 3M | -17.8% | +14.6% | -32.3% | -23.3% |
| 6M | -15.6% | +42.5% | -58.1% | -29.7% |
| YTD | +5.4% | +33.5% | -28.1% | -10.4% |
| 1Y | +5.2% | +38.5% | -33.3% | -12.3% |
| 3Y | +139.4% | +179.0% | -39.5% | +33.0% |
| 5Y | +66.7% | +507.2% | -440.5% | -41.1% |
| All | +1,351.8% | +440.2% | +911.7% | +405.4% |
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