+7,443.4%
QLD vs CNC
+1,039.5%
+6,403.9%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -6.0% | +8.5% | +4.6% |
| 7D | -10.3% | +1.9% | -12.2% | -11.1% |
| 30D | -26.1% | +7.3% | -33.4% | -28.2% |
| 3M | -17.8% | +8.6% | -26.4% | -20.8% |
| 6M | -15.6% | +26.0% | -41.6% | -23.6% |
| YTD | +5.4% | +69.5% | -64.1% | -16.4% |
| 1Y | +5.2% | +88.0% | -82.7% | -20.1% |
| 3Y | +139.4% | -2.9% | +142.4% | +108.8% |
| 5Y | +66.7% | -6.0% | +72.7% | +45.2% |
| 10Y | +1,422.1% | +126.4% | +1,295.7% | +810.9% |
| All | +7,443.4% | +1,039.5% | +6,403.9% | +1,991.1% |
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