+122.1%
QLD vs CMI
+170.2%
-48.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.3% |
| 7D | +3.0% | +1.9% | +1.1% | +1.3% |
| 30D | -1.8% | -12.5% | +10.7% | +9.4% |
| 3M | -1.8% | -16.2% | +14.4% | +13.0% |
| 6M | +36.9% | +4.9% | +32.0% | +28.8% |
| YTD | +28.7% | +11.1% | +17.5% | +13.1% |
| 1Y | +41.9% | +43.4% | -1.5% | -2.1% |
| 3Y | +184.2% | +154.1% | +30.1% | +13.6% |
| 5Y | +122.1% | +169.5% | -47.4% | -23.8% |
| All | +122.1% | +170.2% | -48.1% | -23.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling