+152.2%
QLD vs CAH
+177.6%
-25.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.9% | -0.7% |
| 7D | +12.5% | +3.9% | +8.6% | +12.3% |
| 30D | -15.7% | +16.0% | -31.7% | -16.4% |
| 3M | -11.9% | +19.1% | -31.0% | -12.8% |
| 6M | -10.3% | +53.0% | -63.3% | -14.2% |
| YTD | +15.6% | +36.6% | -21.0% | +12.4% |
| 1Y | +12.1% | +37.4% | -25.3% | +8.9% |
| All | +152.2% | +177.6% | -25.5% | +120.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling