+121.0%
QLD vs CFG
+101.4%
+19.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.4% |
| 7D | +0.6% | +1.5% | -1.0% | -0.4% |
| 30D | -0.1% | -3.8% | +3.7% | +2.3% |
| 3M | -8.4% | +11.5% | -19.8% | -14.9% |
| 6M | +32.2% | +19.2% | +13.0% | +17.4% |
| YTD | +28.9% | +23.7% | +5.2% | +11.1% |
| 1Y | +43.8% | +38.8% | +5.0% | +14.4% |
| 3Y | +176.6% | +178.9% | -2.3% | +36.3% |
| All | +121.0% | +101.4% | +19.7% | +43.5% |
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