+1,450.1%
QLD vs CFG
+230.2%
+1,219.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.0% |
| 7D | -3.8% | +0.7% | -4.5% | -3.9% |
| 30D | -20.5% | +2.8% | -23.3% | -21.5% |
| 3M | -14.6% | -10.1% | -4.5% | -9.6% |
| 6M | -14.7% | +3.2% | -17.8% | -16.5% |
| YTD | +11.2% | +14.2% | -3.0% | +2.6% |
| 1Y | +7.1% | +27.4% | -20.3% | -7.0% |
| 3Y | +141.1% | +187.6% | -46.5% | +33.5% |
| 5Y | +84.3% | +65.7% | +18.6% | +35.4% |
| 10Y | +1,450.1% | +219.7% | +1,230.4% | +851.2% |
| All | +1,450.1% | +230.2% | +1,219.9% | +851.2% |
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 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