+185.3%
QLD vs CMI
+154.5%
+30.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.8% | -2.5% | -1.7% |
| 7D | +0.6% | -0.7% | +1.3% | +1.1% |
| 30D | -0.1% | -13.4% | +13.3% | +10.9% |
| 3M | -8.4% | -17.0% | +8.6% | +4.9% |
| 6M | +32.2% | -1.6% | +33.9% | +31.7% |
| YTD | +28.9% | +11.0% | +17.9% | +15.2% |
| 1Y | +43.8% | +41.9% | +1.9% | +4.0% |
| All | +185.3% | +154.5% | +30.8% | +40.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling