+7,956.4%
QLD vs CMI
+2,560.4%
+5,396.0%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +3.6% | +3.2% | +4.2% |
| 7D | -1.4% | -6.8% | +5.4% | +3.8% |
| 30D | -19.6% | -10.9% | -8.7% | -12.4% |
| 3M | -14.1% | -27.3% | +13.2% | +7.8% |
| 6M | -13.6% | -30.9% | +17.3% | +12.0% |
| YTD | +12.5% | -7.7% | +20.2% | +17.1% |
| 1Y | +13.1% | 0.0% | +13.2% | +11.1% |
| 3Y | +154.7% | +130.1% | +24.6% | +36.8% |
| 5Y | +81.1% | +121.5% | -40.4% | +1.4% |
| 10Y | +1,418.0% | +339.4% | +1,078.6% | +418.6% |
| All | +7,956.4% | +2,560.4% | +5,396.0% | +596.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling