+1,418.0%
QLD vs CP
+261.0%
+1,157.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.0% | +4.8% | +5.0% |
| 7D | -1.4% | +2.8% | -4.2% | -3.8% |
| 30D | -19.6% | +11.3% | -30.9% | -27.5% |
| 3M | -14.1% | +2.9% | -17.0% | -17.0% |
| 6M | -13.6% | +9.8% | -23.4% | -22.4% |
| YTD | +12.5% | +28.5% | -16.0% | -14.4% |
| 1Y | +13.1% | +33.5% | -20.4% | -17.2% |
| 3Y | +154.7% | +31.9% | +122.8% | +82.5% |
| 5Y | +81.1% | +25.5% | +55.6% | +38.0% |
| 10Y | +1,418.0% | +257.6% | +1,160.4% | +389.1% |
| All | +1,418.0% | +261.0% | +1,157.0% | +389.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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