+1,351.8%
QLD vs CI
+166.5%
+1,185.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.6% | +5.2% | +3.8% |
| 7D | -10.3% | -1.6% | -8.7% | -9.6% |
| 30D | -26.1% | +5.4% | -31.5% | -28.2% |
| 3M | -17.8% | +7.3% | -25.0% | -21.1% |
| 6M | -15.6% | +5.3% | -20.9% | -19.5% |
| YTD | +5.4% | +8.5% | -3.1% | -1.7% |
| 1Y | +5.2% | +17.1% | -11.9% | -6.0% |
| 3Y | +139.4% | +1.4% | +138.0% | +110.5% |
| 5Y | +66.7% | +50.5% | +16.2% | +9.9% |
| All | +1,351.8% | +166.5% | +1,185.3% | +621.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 10y: compounded portfolio wealth divided by compounded CI 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…
10y analysis · Full analysis span regression · 6 months rolling