+7,256.1%
QLD vs CB
+1,047.4%
+6,208.8%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -0.7% | -12.0% | -12.2% |
| 7D | -18.6% | +2.6% | -21.1% | -20.1% |
| 30D | -28.3% | +11.2% | -39.5% | -34.2% |
| 3M | -20.4% | +5.7% | -26.1% | -24.4% |
| 6M | -14.3% | +15.9% | -30.2% | -26.2% |
| YTD | +2.8% | +20.2% | -17.4% | -15.1% |
| 1Y | -1.2% | +32.4% | -33.6% | -24.8% |
| 3Y | +135.3% | +75.5% | +59.8% | +36.2% |
| 5Y | +62.6% | +105.5% | -42.9% | -17.9% |
| 10Y | +1,384.3% | +258.5% | +1,125.8% | +343.5% |
| All | +7,256.1% | +1,047.4% | +6,208.8% | +697.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling