+1,628.2%
QLD vs CAH
+305.1%
+1,323.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.6% |
| 7D | +0.6% | +5.4% | -4.8% | -1.9% |
| 30D | -0.1% | +3.3% | -3.5% | -1.8% |
| 3M | -8.4% | +22.8% | -31.2% | -17.5% |
| 6M | +32.2% | +11.3% | +20.9% | +24.1% |
| YTD | +28.9% | +21.1% | +7.8% | +15.3% |
| 1Y | +43.8% | +67.2% | -23.4% | +7.5% |
| 3Y | +176.6% | +195.6% | -19.0% | +48.4% |
| 5Y | +121.6% | +413.8% | -292.3% | -14.0% |
| All | +1,628.2% | +305.1% | +1,323.2% | +570.4% |
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