+9,127.5%
QLD vs CAH
+758.2%
+8,369.3%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.7% |
| 7D | +0.6% | +5.4% | -4.8% | -3.1% |
| 30D | -0.1% | +3.3% | -3.5% | -2.6% |
| 3M | -8.4% | +22.8% | -31.2% | -21.7% |
| 6M | +32.2% | +11.3% | +20.9% | +20.0% |
| YTD | +28.9% | +21.1% | +7.8% | +8.8% |
| 1Y | +43.8% | +67.2% | -23.4% | -6.4% |
| 3Y | +176.6% | +195.6% | -19.0% | +12.4% |
| 5Y | +121.6% | +413.8% | -292.3% | -43.0% |
| 10Y | +1,652.9% | +309.6% | +1,343.3% | +360.7% |
| All | +9,127.5% | +758.2% | +8,369.3% | +894.2% |
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