+7,256.1%
QLD vs CL
+427.1%
+6,829.0%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -0.1% | -12.7% | -12.7% |
| 7D | -18.6% | +5.9% | -24.5% | -22.9% |
| 30D | -28.3% | +13.8% | -42.0% | -37.1% |
| 3M | -20.4% | +6.4% | -26.8% | -26.1% |
| 6M | -14.3% | +15.6% | -29.9% | -28.4% |
| YTD | +2.8% | +27.9% | -25.1% | -23.8% |
| 1Y | -1.2% | +31.4% | -32.6% | -29.2% |
| 3Y | +135.3% | +41.4% | +93.9% | +41.0% |
| 5Y | +62.6% | +42.8% | +19.8% | -6.3% |
| 10Y | +1,384.3% | +79.7% | +1,304.6% | +538.5% |
| All | +7,256.1% | +427.1% | +6,829.0% | +797.1% |
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