+9,127.5%
QLD vs CNI
+737.1%
+8,390.4%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.2% | +0.2% |
| 7D | +0.6% | -2.1% | +2.7% | +2.8% |
| 30D | -0.1% | -3.3% | +3.1% | +3.3% |
| 3M | -8.4% | +3.8% | -12.2% | -13.1% |
| 6M | +32.2% | +12.7% | +19.5% | +13.8% |
| YTD | +28.9% | +26.3% | +2.6% | -3.1% |
| 1Y | +43.8% | +29.9% | +13.9% | +4.1% |
| 3Y | +176.6% | +15.9% | +160.7% | +122.2% |
| 5Y | +121.6% | +6.9% | +114.6% | +100.7% |
| 10Y | +1,652.9% | +126.8% | +1,526.1% | +625.2% |
| All | +9,127.5% | +737.1% | +8,390.4% | +957.6% |
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