+1,728.6%
QLD vs CMI
+501.9%
+1,226.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | +0.4% |
| 7D | +1.9% | +0.7% | +1.2% | +1.2% |
| 30D | -1.8% | -12.3% | +10.5% | +8.9% |
| 3M | -0.1% | -16.8% | +16.7% | +15.2% |
| 6M | +32.6% | +1.5% | +31.0% | +28.9% |
| YTD | +27.9% | +9.8% | +18.1% | +15.1% |
| 1Y | +40.3% | +42.6% | -2.3% | +0.5% |
| 3Y | +182.5% | +151.0% | +31.5% | +25.5% |
| 5Y | +122.5% | +167.0% | -44.5% | -6.0% |
| 10Y | +1,728.6% | +512.2% | +1,216.4% | +302.9% |
| All | +1,728.6% | +501.9% | +1,226.7% | +302.9% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling