+167.6%
QLD vs CF
+47.5%
+120.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.4% | +6.3% | +1.7% |
| 7D | -9.4% | -6.9% | -2.5% | -9.6% |
| 30D | -17.1% | -3.7% | -13.3% | -17.2% |
| 3M | -10.4% | -5.0% | -5.5% | -10.6% |
| 6M | +0.7% | -10.5% | +11.2% | +0.6% |
| YTD | +17.7% | +46.5% | -28.8% | +5.7% |
| 1Y | +14.7% | +34.8% | -20.1% | +4.9% |
| All | +167.6% | +47.5% | +120.0% | +125.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling