+133.5%
QLD vs CF
+56.6%
+76.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | +6.2% | -18.9% | -12.4% |
| 7D | -18.6% | +0.4% | -19.0% | -18.4% |
| 30D | -28.3% | +2.2% | -30.5% | -28.1% |
| 3M | -20.4% | +2.1% | -22.5% | -20.2% |
| 6M | -14.3% | -6.5% | -7.7% | -14.0% |
| YTD | +2.8% | +55.6% | -52.8% | -7.4% |
| 1Y | -1.2% | +42.3% | -43.5% | -9.2% |
| All | +133.5% | +56.6% | +76.9% | +97.9% |
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