+62.6%
QLD vs CF
+125.5%
-62.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | +6.2% | -18.9% | -13.3% |
| 7D | -18.6% | +0.4% | -19.0% | -18.7% |
| 30D | -28.3% | +2.2% | -30.5% | -28.6% |
| 3M | -20.4% | +2.1% | -22.5% | -20.9% |
| 6M | -14.3% | -6.5% | -7.7% | -14.3% |
| YTD | +2.8% | +55.6% | -52.8% | -9.6% |
| 1Y | -1.2% | +42.3% | -43.5% | -11.3% |
| 3Y | +135.3% | +55.7% | +79.6% | +101.7% |
| 5Y | +62.6% | +122.4% | -59.9% | +17.9% |
| All | +62.6% | +125.5% | -62.9% | +17.9% |
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 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