+62.6%
QLD vs CP
+27.2%
+35.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -0.7% | -12.0% | -12.2% |
| 7D | -18.6% | +6.1% | -24.7% | -22.5% |
| 30D | -28.3% | +9.8% | -38.0% | -33.9% |
| 3M | -20.4% | +2.7% | -23.1% | -22.6% |
| 6M | -14.3% | +12.8% | -27.1% | -24.1% |
| YTD | +2.8% | +28.2% | -25.4% | -20.3% |
| 1Y | -1.2% | +34.1% | -35.4% | -26.7% |
| 3Y | +135.3% | +28.9% | +106.4% | +73.4% |
| 5Y | +62.6% | +27.1% | +35.5% | +20.4% |
| All | +62.6% | +27.2% | +35.4% | +20.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling