+67.2%
QLD vs CFG
+61.2%
+5.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.9% | +3.5% | +3.1% |
| 7D | -10.3% | -0.9% | -9.4% | -9.6% |
| 30D | -26.1% | +1.1% | -27.1% | -26.5% |
| 3M | -17.8% | -12.0% | -5.8% | -10.8% |
| 6M | -15.6% | -2.2% | -13.3% | -15.1% |
| YTD | +5.4% | +11.4% | -6.0% | -3.2% |
| 1Y | +5.2% | +27.8% | -22.6% | -12.0% |
| 3Y | +139.4% | +173.3% | -33.9% | +16.9% |
| All | +67.2% | +61.2% | +5.9% | +23.5% |
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