+1,631.1%
QLD vs CF
+569.3%
+1,061.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.2% | +3.6% | +1.3% |
| 7D | +0.6% | +6.0% | -5.4% | -1.3% |
| 30D | -0.1% | +14.8% | -15.0% | -4.6% |
| 3M | -8.4% | +14.1% | -22.4% | -12.8% |
| 6M | +32.2% | +28.5% | +3.7% | +16.5% |
| YTD | +28.9% | +74.9% | -46.0% | +1.1% |
| 1Y | +43.8% | +61.7% | -17.9% | +15.5% |
| 3Y | +176.6% | +80.3% | +96.3% | +106.1% |
| 5Y | +121.6% | +226.0% | -104.4% | +18.3% |
| All | +1,631.1% | +569.3% | +1,061.7% | +627.5% |
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