+40.3%
QLD vs CNI
+30.1%
+10.1%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.5% |
| 7D | +1.9% | +0.9% | +1.0% | +1.7% |
| 30D | -1.8% | -2.1% | +0.3% | -1.4% |
| 3M | -0.1% | +1.8% | -1.9% | -0.8% |
| 6M | +32.6% | +14.8% | +17.8% | +25.7% |
| YTD | +27.9% | +25.4% | +2.5% | +19.0% |
| 1Y | +40.3% | +32.9% | +7.3% | +29.2% |
| All | +40.3% | +30.1% | +10.1% | +29.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling