+12.1%
QLD vs CI
+13.7%
-1.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | -1.0% |
| 7D | +12.5% | -1.7% | +14.2% | +12.1% |
| 30D | -15.7% | +4.9% | -20.6% | -14.9% |
| 3M | -11.9% | +7.4% | -19.3% | -10.7% |
| 6M | -10.3% | +0.4% | -10.7% | -8.6% |
| YTD | +15.6% | +9.5% | +6.1% | +16.9% |
| 1Y | +12.1% | +12.0% | +0.2% | +13.9% |
| All | +12.1% | +13.7% | -1.6% | +13.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling