+1,315.8%
QLD vs CB
+254.3%
+1,061.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -0.7% | -12.0% | -12.3% |
| 7D | -18.6% | +2.6% | -21.1% | -19.8% |
| 30D | -28.3% | +11.2% | -39.5% | -33.0% |
| 3M | -20.4% | +5.7% | -26.1% | -23.5% |
| 6M | -14.3% | +15.9% | -30.2% | -23.9% |
| YTD | +2.8% | +20.2% | -17.4% | -11.9% |
| 1Y | -1.2% | +32.4% | -33.6% | -21.1% |
| 3Y | +135.3% | +75.5% | +59.8% | +47.0% |
| 5Y | +62.6% | +105.5% | -42.9% | -10.3% |
| All | +1,315.8% | +254.3% | +1,061.5% | +473.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 CB 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