+7,256.1%
QLD vs CI
+1,016.8%
+6,239.3%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -1.3% | -11.4% | -12.0% |
| 7D | -18.6% | +1.0% | -19.6% | -18.9% |
| 30D | -28.3% | +9.9% | -38.2% | -32.1% |
| 3M | -20.4% | +12.1% | -32.5% | -25.8% |
| 6M | -14.3% | +10.6% | -24.9% | -20.8% |
| YTD | +2.8% | +11.4% | -8.6% | -6.2% |
| 1Y | -1.2% | +18.8% | -20.0% | -13.4% |
| 3Y | +135.3% | +2.9% | +132.5% | +104.3% |
| 5Y | +62.6% | +54.5% | +8.1% | +8.9% |
| 10Y | +1,384.3% | +175.7% | +1,208.5% | +585.1% |
| All | +7,256.1% | +1,016.8% | +6,239.3% | +1,270.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling