+8,329.0%
QLD vs CL
+427.5%
+7,901.4%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.3% | -1.4% | -1.0% |
| 7D | -9.4% | +7.7% | -17.1% | -15.6% |
| 30D | -17.1% | +15.2% | -32.3% | -28.1% |
| 3M | -10.4% | +7.3% | -17.8% | -17.5% |
| 6M | +0.7% | +17.0% | -16.3% | -16.8% |
| YTD | +17.7% | +28.0% | -10.2% | -12.7% |
| 1Y | +14.7% | +32.1% | -17.4% | -18.3% |
| 3Y | +169.6% | +41.5% | +128.2% | +61.4% |
| 5Y | +86.7% | +43.9% | +42.7% | +6.6% |
| 10Y | +1,600.8% | +79.8% | +1,521.0% | +631.1% |
| All | +8,329.0% | +427.5% | +7,901.4% | +927.2% |
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