+139.4%
QLD vs CP
+26.5%
+113.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.7% | +4.2% | +3.5% |
| 7D | -10.3% | +2.8% | -13.0% | -11.7% |
| 30D | -26.1% | +10.2% | -36.3% | -30.4% |
| 3M | -17.8% | +2.4% | -20.1% | -19.2% |
| 6M | -15.6% | +7.7% | -23.2% | -20.4% |
| YTD | +5.4% | +26.0% | -20.6% | -11.8% |
| 1Y | +5.2% | +34.6% | -29.4% | -16.5% |
| 3Y | +139.4% | +26.7% | +112.8% | +104.3% |
| All | +139.4% | +26.5% | +113.0% | +104.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling