+122.1%
QLD vs CNI
+10.8%
+111.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | +0.3% |
| 7D | +3.0% | +1.9% | +1.0% | +1.1% |
| 30D | -1.8% | -3.0% | +1.2% | +1.0% |
| 3M | -1.8% | +2.2% | -4.0% | -5.0% |
| 6M | +36.9% | +16.3% | +20.6% | +15.0% |
| YTD | +28.7% | +25.7% | +3.0% | -1.5% |
| 1Y | +41.9% | +30.4% | +11.5% | +3.4% |
| 3Y | +184.2% | +20.4% | +163.8% | +115.9% |
| 5Y | +122.1% | +10.4% | +111.7% | +92.7% |
| All | +122.1% | +10.8% | +111.3% | +92.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling