+8,329.0%
QLD vs CB
+1,055.2%
+7,273.8%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.1% | -0.2% | +0.3% |
| 7D | -9.4% | +5.3% | -14.6% | -13.0% |
| 30D | -17.1% | +13.2% | -30.3% | -25.0% |
| 3M | -10.4% | +7.8% | -18.2% | -16.3% |
| 6M | +0.7% | +15.8% | -15.1% | -13.3% |
| YTD | +17.7% | +21.0% | -3.2% | -3.3% |
| 1Y | +14.7% | +32.2% | -17.5% | -12.6% |
| 3Y | +169.6% | +76.7% | +92.9% | +55.2% |
| 5Y | +86.7% | +110.4% | -23.7% | -7.6% |
| 10Y | +1,600.8% | +261.0% | +1,339.8% | +405.2% |
| All | +8,329.0% | +1,055.2% | +7,273.8% | +808.2% |
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 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