+1,418.0%
QLD vs CL
+76.2%
+1,341.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.4% | +5.4% | +6.0% |
| 7D | -1.4% | +0.5% | -2.0% | -1.8% |
| 30D | -19.6% | +11.6% | -31.2% | -25.1% |
| 3M | -14.1% | +5.6% | -19.7% | -17.6% |
| 6M | -13.6% | +13.2% | -26.8% | -21.9% |
| YTD | +12.5% | +26.9% | -14.4% | -7.0% |
| 1Y | +13.1% | +27.3% | -14.2% | -7.2% |
| 3Y | +154.7% | +39.7% | +115.0% | +77.4% |
| 5Y | +81.1% | +41.3% | +39.8% | +22.6% |
| 10Y | +1,418.0% | +76.3% | +1,341.7% | +791.4% |
| All | +1,418.0% | +76.2% | +1,341.8% | +791.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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