+14.7%
QLD vs CMI
+10.9%
+3.8%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -5.8% | +7.6% | +5.3% |
| 7D | -9.4% | -11.2% | +1.8% | -2.8% |
| 30D | -17.1% | -9.8% | -7.2% | -11.8% |
| 3M | -10.4% | -25.5% | +15.1% | +6.8% |
| 6M | +0.7% | -27.7% | +28.4% | +21.9% |
| YTD | +17.7% | -6.6% | +24.4% | +21.2% |
| 1Y | +14.7% | +11.7% | +3.0% | +9.0% |
| All | +14.7% | +10.9% | +3.8% | +9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 1y: compounded portfolio wealth divided by compounded CMI 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…
1y analysis · Full analysis span regression · 6 months rolling