+121.0%
QLD vs CF
+227.0%
-105.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.2% | +3.6% | +0.7% |
| 7D | +0.6% | +6.0% | -5.4% | -0.2% |
| 30D | -0.1% | +14.8% | -15.0% | -1.9% |
| 3M | -8.4% | +14.1% | -22.4% | -10.1% |
| 6M | +32.2% | +28.5% | +3.7% | +23.8% |
| YTD | +28.9% | +74.9% | -46.0% | +12.3% |
| 1Y | +43.8% | +61.7% | -17.9% | +27.3% |
| 3Y | +176.6% | +80.3% | +96.3% | +133.0% |
| All | +121.0% | +227.0% | -105.9% | +52.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling