+122.1%
QLD vs CNC
+1.4%
+120.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.7% | +3.5% | +0.3% |
| 7D | +3.0% | -1.0% | +4.0% | +3.1% |
| 30D | -1.8% | -1.8% | 0.0% | -1.7% |
| 3M | -1.8% | -0.7% | -1.1% | -1.9% |
| 6M | +36.9% | +47.9% | -11.1% | +28.9% |
| YTD | +28.7% | +56.9% | -28.2% | +19.8% |
| 1Y | +41.9% | +123.9% | -82.0% | +24.5% |
| 3Y | +184.2% | -1.3% | +185.5% | +173.0% |
| 5Y | +122.1% | +2.8% | +119.4% | +126.3% |
| All | +122.1% | +1.4% | +120.7% | +126.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 CNC 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