+9,127.5%
QLD vs CNC
+995.4%
+8,132.1%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.8% | +0.8% |
| 7D | +0.6% | +3.5% | -3.0% | -0.7% |
| 30D | -0.1% | +0.1% | -0.2% | -0.4% |
| 3M | -8.4% | +6.9% | -15.3% | -11.2% |
| 6M | +32.2% | +49.0% | -16.8% | +11.6% |
| YTD | +28.9% | +62.9% | -34.0% | +4.4% |
| 1Y | +43.8% | +134.0% | -90.2% | +0.1% |
| 3Y | +176.6% | +9.4% | +167.2% | +129.8% |
| 5Y | +121.6% | +4.1% | +117.4% | +84.7% |
| 10Y | +1,652.9% | +95.4% | +1,557.5% | +1,013.4% |
| All | +9,127.5% | +995.4% | +8,132.1% | +2,512.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling