+1,728.6%
QLD vs CNI
+129.7%
+1,598.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | +0.2% |
| 7D | +1.9% | +0.9% | +1.0% | +1.0% |
| 30D | -1.8% | -2.1% | +0.3% | +0.3% |
| 3M | -0.1% | +1.8% | -1.9% | -3.3% |
| 6M | +32.6% | +14.8% | +17.8% | +11.6% |
| YTD | +27.9% | +25.4% | +2.5% | -3.5% |
| 1Y | +40.3% | +32.9% | +7.3% | -1.6% |
| 3Y | +182.5% | +20.2% | +162.3% | +115.7% |
| 5Y | +122.5% | +12.2% | +110.4% | +90.1% |
| 10Y | +1,728.6% | +136.0% | +1,592.6% | +643.1% |
| All | +1,728.6% | +129.7% | +1,598.8% | +643.1% |
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