+141.1%
QLD vs CFG
+187.2%
-46.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -0.9% |
| 7D | -3.8% | +0.7% | -4.5% | -3.9% |
| 30D | -20.5% | +2.8% | -23.3% | -21.6% |
| 3M | -14.6% | -10.1% | -4.5% | -9.2% |
| 6M | -14.7% | +3.2% | -17.8% | -16.8% |
| YTD | +11.2% | +14.2% | -3.0% | +1.4% |
| 1Y | +7.1% | +27.4% | -20.3% | -8.8% |
| 3Y | +141.1% | +187.6% | -46.5% | +47.0% |
| All | +141.1% | +187.2% | -46.1% | +47.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling