+0.7%
QLD vs CL
+16.3%
-15.5%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.3% | -1.4% | +4.5% |
| 7D | -9.4% | +7.7% | -17.1% | -3.5% |
| 30D | -17.1% | +15.2% | -32.3% | -6.7% |
| 3M | -10.4% | +7.3% | -17.8% | -4.6% |
| 6M | +0.7% | +17.0% | -16.3% | +16.0% |
| All | +0.7% | +16.3% | -15.5% | +16.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling