+5.2%
QLD vs CL
+29.1%
-23.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.2% | +4.7% | +1.5% |
| 7D | -10.3% | +1.3% | -11.6% | -9.7% |
| 30D | -26.1% | +11.4% | -37.4% | -22.3% |
| 3M | -17.8% | +4.4% | -22.2% | -15.6% |
| 6M | -15.6% | +10.8% | -26.3% | -11.1% |
| YTD | +5.4% | +25.1% | -19.8% | +16.5% |
| 1Y | +5.2% | +28.0% | -22.7% | +18.2% |
| All | +5.2% | +29.1% | -23.9% | +18.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling