+1,351.8%
QLD vs CFG
+242.7%
+1,109.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.9% | +3.5% | +3.0% |
| 7D | -10.3% | -0.9% | -9.4% | -9.7% |
| 30D | -26.1% | +1.1% | -27.1% | -26.4% |
| 3M | -17.8% | -12.0% | -5.8% | -12.0% |
| 6M | -15.6% | -2.2% | -13.3% | -15.1% |
| YTD | +5.4% | +11.4% | -6.0% | -1.5% |
| 1Y | +5.2% | +27.8% | -22.6% | -8.8% |
| 3Y | +139.4% | +173.3% | -33.9% | +36.6% |
| 5Y | +66.7% | +62.4% | +4.3% | +24.0% |
| All | +1,351.8% | +242.7% | +1,109.1% | +830.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling