+133.5%
QLD vs CB
+74.6%
+58.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -0.7% | -12.0% | -12.9% |
| 7D | -18.6% | +2.6% | -21.1% | -18.2% |
| 30D | -28.3% | +11.2% | -39.5% | -26.9% |
| 3M | -20.4% | +5.7% | -26.1% | -19.4% |
| 6M | -14.3% | +15.9% | -30.2% | -12.7% |
| YTD | +2.8% | +20.2% | -17.4% | +4.1% |
| 1Y | -1.2% | +32.4% | -33.6% | -1.8% |
| All | +133.5% | +74.6% | +58.9% | +124.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling