+14.1%
QLD vs CP
+31.6%
-17.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.0% | -2.4% |
| 7D | +7.0% | +2.1% | +4.9% | +6.6% |
| 30D | -14.3% | +9.3% | -23.6% | -15.6% |
| 3M | -16.0% | +0.5% | -16.5% | -15.8% |
| 6M | -14.2% | +10.4% | -24.7% | -16.4% |
| YTD | +12.8% | +28.7% | -15.9% | +6.5% |
| 1Y | +14.1% | +33.2% | -19.1% | +5.7% |
| All | +14.1% | +31.6% | -17.5% | +5.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling