+1,733.9%
QLD vs CFG
+351.2%
+1,382.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -3.1% | -9.6% | -11.0% |
| 7D | -18.6% | -2.2% | -16.4% | -17.4% |
| 30D | -28.3% | +0.4% | -28.7% | -28.3% |
| 3M | -20.4% | -12.6% | -7.8% | -14.3% |
| 6M | -14.3% | +0.6% | -14.9% | -15.1% |
| YTD | +2.8% | +12.4% | -9.7% | -4.6% |
| 1Y | -1.2% | +27.7% | -28.9% | -14.6% |
| 3Y | +135.3% | +172.4% | -37.1% | +31.9% |
| 5Y | +62.6% | +64.0% | -1.4% | +19.1% |
| 10Y | +1,384.3% | +252.8% | +1,131.4% | +508.1% |
| All | +1,733.9% | +351.2% | +1,382.7% | +535.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling