+176.1%
QLD vs CL
+30.5%
+145.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | 0.0% |
| 7D | +0.6% | -2.2% | +2.7% | +0.1% |
| 30D | -0.1% | -4.8% | +4.7% | -1.2% |
| 3M | -8.4% | +4.9% | -13.3% | -7.5% |
| 6M | +32.2% | -5.7% | +37.9% | +30.8% |
| YTD | +28.9% | +14.4% | +14.5% | +32.0% |
| 1Y | +43.8% | +8.7% | +35.1% | +47.2% |
| All | +176.1% | +30.5% | +145.6% | +166.6% |
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