+7,443.4%
QLD vs CMI
+2,466.9%
+4,976.6%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.3% | +2.2% | +2.3% |
| 7D | -10.3% | -10.0% | -0.3% | -3.2% |
| 30D | -26.1% | -13.0% | -13.1% | -18.2% |
| 3M | -17.8% | -29.9% | +12.1% | +5.8% |
| 6M | -15.6% | -36.7% | +21.1% | +16.3% |
| YTD | +5.4% | -10.9% | +16.3% | +12.3% |
| 1Y | +5.2% | -1.3% | +6.6% | +4.2% |
| 3Y | +139.4% | +117.4% | +22.1% | +33.8% |
| 5Y | +66.7% | +112.9% | -46.2% | -4.0% |
| 10Y | +1,422.1% | +366.7% | +1,055.4% | +399.1% |
| All | +7,443.4% | +2,466.9% | +4,976.6% | +568.1% |
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