+1,418.0%
QLD vs CI
+158.0%
+1,259.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.7% | +6.1% | +6.5% |
| 7D | -1.4% | +0.1% | -1.6% | -1.5% |
| 30D | -19.6% | +4.7% | -24.2% | -21.6% |
| 3M | -14.1% | +5.2% | -19.4% | -16.8% |
| 6M | -13.6% | +3.8% | -17.4% | -17.0% |
| YTD | +12.5% | +9.2% | +3.3% | +4.7% |
| 1Y | +13.1% | +14.3% | -1.1% | +2.5% |
| 3Y | +154.7% | +8.4% | +146.3% | +114.7% |
| 5Y | +81.1% | +50.0% | +31.0% | +19.6% |
| 10Y | +1,418.0% | +142.2% | +1,275.8% | +655.3% |
| All | +1,418.0% | +158.0% | +1,259.9% | +655.3% |
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