+139.4%
QLD vs CI
0.0%
+139.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.6% | +5.2% | +2.4% |
| 7D | -10.3% | -1.6% | -8.7% | -10.3% |
| 30D | -26.1% | +5.4% | -31.5% | -25.9% |
| 3M | -17.8% | +7.3% | -25.0% | -17.5% |
| 6M | -15.6% | +5.3% | -20.9% | -15.4% |
| YTD | +5.4% | +8.5% | -3.1% | +5.5% |
| 1Y | +5.2% | +17.1% | -11.9% | +5.3% |
| 3Y | +139.4% | +1.4% | +138.0% | +141.5% |
| All | +139.4% | 0.0% | +139.5% | +141.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling