+1,351.8%
QLD vs CF
+561.7%
+790.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.7% | +1.9% | +2.4% |
| 7D | -10.3% | -3.2% | -7.1% | -9.8% |
| 30D | -26.1% | +4.3% | -30.4% | -27.4% |
| 3M | -17.8% | +2.8% | -20.6% | -19.5% |
| 6M | -15.6% | +0.6% | -16.2% | -17.8% |
| YTD | +5.4% | +56.6% | -51.3% | -15.5% |
| 1Y | +5.2% | +49.6% | -44.4% | -14.4% |
| 3Y | +139.4% | +61.5% | +78.0% | +82.9% |
| 5Y | +66.7% | +124.0% | -57.3% | +2.7% |
| All | +1,351.8% | +561.7% | +790.1% | +557.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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