+9,127.5%
QLD vs CL
+371.5%
+8,756.0%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +1.7% |
| 7D | +0.6% | -2.2% | +2.7% | +2.6% |
| 30D | -0.1% | -4.8% | +4.7% | +4.2% |
| 3M | -8.4% | +4.9% | -13.3% | -14.9% |
| 6M | +32.2% | -5.7% | +37.9% | +35.1% |
| YTD | +28.9% | +14.4% | +14.5% | +7.5% |
| 1Y | +43.8% | +8.7% | +35.1% | +23.8% |
| 3Y | +176.6% | +30.0% | +146.6% | +79.8% |
| 5Y | +121.6% | +28.4% | +93.2% | +42.3% |
| 10Y | +1,652.9% | +50.1% | +1,602.8% | +824.2% |
| All | +9,127.5% | +371.5% | +8,756.0% | +1,165.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling