+9,127.5%
QLD vs CB
+951.4%
+8,176.0%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.2% | +1.8% |
| 7D | +0.6% | +0.5% | +0.1% | +0.2% |
| 30D | -0.1% | -3.1% | +3.0% | +2.1% |
| 3M | -8.4% | +9.0% | -17.3% | -16.5% |
| 6M | +32.2% | +2.9% | +29.4% | +25.2% |
| YTD | +28.9% | +10.1% | +18.8% | +14.6% |
| 1Y | +43.8% | +22.8% | +21.0% | +16.0% |
| 3Y | +176.6% | +73.8% | +102.8% | +61.2% |
| 5Y | +121.6% | +99.2% | +22.4% | +14.8% |
| 10Y | +1,652.9% | +218.2% | +1,434.7% | +478.8% |
| All | +9,127.5% | +951.4% | +8,176.0% | +976.8% |
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