+167.6%
QLD vs CL
+41.4%
+126.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.3% | -1.4% | +2.8% |
| 7D | -9.4% | +7.7% | -17.1% | -7.3% |
| 30D | -17.1% | +15.2% | -32.3% | -13.6% |
| 3M | -10.4% | +7.3% | -17.8% | -8.2% |
| 6M | +0.7% | +17.0% | -16.3% | +5.2% |
| YTD | +17.7% | +28.0% | -10.2% | +25.1% |
| 1Y | +14.7% | +32.1% | -17.4% | +22.4% |
| All | +167.6% | +41.4% | +126.2% | +168.0% |
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