-14.1%
QLD vs CMI
-31.2%
+17.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +3.6% | +3.2% | +4.0% |
| 7D | -1.4% | -6.8% | +5.4% | +3.6% |
| 30D | -19.6% | -10.9% | -8.7% | -12.5% |
| 3M | -14.1% | -27.3% | +13.2% | +8.4% |
| All | -14.1% | -31.2% | +17.1% | +13.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling