+7,443.4%
QLD vs CAH
+845.6%
+6,597.8%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.5% | +1.1% | +1.6% |
| 7D | -10.3% | +8.5% | -18.7% | -15.4% |
| 30D | -26.1% | +17.0% | -43.1% | -34.1% |
| 3M | -17.8% | +14.6% | -32.3% | -26.1% |
| 6M | -15.6% | +42.5% | -58.1% | -35.8% |
| YTD | +5.4% | +33.5% | -28.1% | -17.6% |
| 1Y | +5.2% | +38.5% | -33.3% | -20.0% |
| 3Y | +139.4% | +179.0% | -39.5% | +1.8% |
| 5Y | +66.7% | +507.2% | -440.5% | -62.3% |
| 10Y | +1,422.1% | +448.9% | +973.1% | +209.2% |
| All | +7,443.4% | +845.6% | +6,597.8% | +652.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling