+62.6%
QLD vs CI
+54.1%
+8.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -1.3% | -11.4% | -12.5% |
| 7D | -18.6% | +1.0% | -19.6% | -18.7% |
| 30D | -28.3% | +9.9% | -38.2% | -29.6% |
| 3M | -20.4% | +12.1% | -32.5% | -22.3% |
| 6M | -14.3% | +10.6% | -24.9% | -16.7% |
| YTD | +2.8% | +11.4% | -8.6% | -0.6% |
| 1Y | -1.2% | +18.8% | -20.0% | -6.1% |
| 3Y | +135.3% | +2.9% | +132.5% | +122.7% |
| 5Y | +62.6% | +54.5% | +8.1% | +11.5% |
| All | +62.6% | +54.1% | +8.4% | +11.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling