+14.7%
QLD vs CFG
+34.2%
-19.6%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.4% | -0.5% | +0.8% |
| 7D | -9.4% | +1.8% | -11.2% | -10.1% |
| 30D | -17.1% | +3.3% | -20.3% | -18.2% |
| 3M | -10.4% | -9.8% | -0.6% | -6.2% |
| 6M | +0.7% | +5.2% | -4.4% | -2.4% |
| YTD | +17.7% | +16.1% | +1.7% | +6.0% |
| 1Y | +14.7% | +33.7% | -19.0% | -7.2% |
| All | +14.7% | +34.2% | -19.6% | -7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 1y: compounded portfolio wealth divided by compounded CFG 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…
1y analysis · Full analysis span regression · 6 months rolling