+133.5%
QLD vs CL
+41.3%
+92.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -0.1% | -12.7% | -12.7% |
| 7D | -18.6% | +5.9% | -24.5% | -17.1% |
| 30D | -28.3% | +13.8% | -42.0% | -25.6% |
| 3M | -20.4% | +6.4% | -26.8% | -18.6% |
| 6M | -14.3% | +15.6% | -29.9% | -10.6% |
| YTD | +2.8% | +27.9% | -25.1% | +9.1% |
| 1Y | -1.2% | +31.4% | -32.6% | +5.4% |
| All | +133.5% | +41.3% | +92.2% | +133.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling