+62.6%
QLD vs CFG
+61.9%
+0.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -3.1% | -9.6% | -10.7% |
| 7D | -18.6% | -2.2% | -16.4% | -17.2% |
| 30D | -28.3% | +0.4% | -28.7% | -28.4% |
| 3M | -20.4% | -12.6% | -7.8% | -13.3% |
| 6M | -14.3% | +0.6% | -14.9% | -15.3% |
| YTD | +2.8% | +12.4% | -9.7% | -6.2% |
| 1Y | -1.2% | +27.7% | -28.9% | -17.3% |
| 3Y | +135.3% | +172.4% | -37.1% | +15.3% |
| 5Y | +62.6% | +64.0% | -1.4% | +19.2% |
| All | +62.6% | +61.9% | +0.7% | +19.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling