+1,450.1%
QLD vs CNI
+140.5%
+1,309.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -0.9% |
| 7D | -3.8% | +0.4% | -4.2% | -3.9% |
| 30D | -20.5% | +7.6% | -28.2% | -26.6% |
| 3M | -14.6% | +1.9% | -16.5% | -16.7% |
| 6M | -14.7% | +14.8% | -29.5% | -27.8% |
| YTD | +11.2% | +30.5% | -19.3% | -20.0% |
| 1Y | +7.1% | +36.5% | -29.4% | -27.0% |
| 3Y | +141.1% | +20.7% | +120.4% | +83.4% |
| 5Y | +84.3% | +7.0% | +77.3% | +66.5% |
| 10Y | +1,450.1% | +136.0% | +1,314.1% | +547.7% |
| All | +1,450.1% | +140.5% | +1,309.5% | +547.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 10y: compounded portfolio wealth divided by compounded CNI 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…
10y analysis · Full analysis span regression · 6 months rolling