+1,502.1%
QLD vs CMI
+320.3%
+1,181.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.8% | -1.9% |
| 7D | +7.0% | +0.5% | +6.5% | +6.7% |
| 30D | -14.3% | -14.0% | -0.3% | -3.0% |
| 3M | -16.0% | -28.1% | +12.1% | +9.5% |
| 6M | -14.2% | -35.8% | +21.6% | +21.8% |
| YTD | +12.8% | -10.5% | +23.3% | +19.6% |
| 1Y | +14.1% | -1.9% | +15.9% | +11.9% |
| 3Y | +146.0% | +121.0% | +25.0% | +20.1% |
| 5Y | +82.0% | +114.6% | -32.5% | -8.6% |
| All | +1,502.1% | +320.3% | +1,181.8% | +377.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling