+7,956.4%
QLD vs CNI
+767.7%
+7,188.7%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.5% | +4.3% | +4.2% |
| 7D | -1.4% | +0.3% | -1.8% | -1.5% |
| 30D | -19.6% | +8.0% | -27.6% | -26.0% |
| 3M | -14.1% | +1.0% | -15.2% | -15.6% |
| 6M | -13.6% | +15.2% | -28.8% | -27.1% |
| YTD | +12.5% | +30.9% | -18.4% | -19.0% |
| 1Y | +13.1% | +36.2% | -23.0% | -22.2% |
| 3Y | +154.7% | +22.6% | +132.1% | +92.2% |
| 5Y | +81.1% | +6.4% | +74.7% | +65.5% |
| 10Y | +1,418.0% | +142.0% | +1,276.0% | +483.8% |
| All | +7,956.4% | +767.7% | +7,188.7% | +784.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling