+82.1%
QLD vs CAH
+505.3%
-423.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.1% | -3.5% | -2.7% |
| 7D | +7.0% | +3.5% | +3.6% | +6.0% |
| 30D | -14.3% | +13.5% | -27.8% | -17.4% |
| 3M | -16.0% | +21.8% | -37.8% | -20.9% |
| 6M | -14.2% | +51.5% | -65.8% | -25.4% |
| YTD | +12.8% | +38.1% | -25.3% | +0.6% |
| 1Y | +14.1% | +37.7% | -23.6% | +1.8% |
| 3Y | +146.0% | +179.6% | -33.7% | +53.6% |
| All | +82.1% | +505.3% | -423.2% | -39.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling