+67.2%
QLD vs CP
+24.4%
+42.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.7% | +4.2% | +3.9% |
| 7D | -10.3% | +2.8% | -13.0% | -12.3% |
| 30D | -26.1% | +10.2% | -36.3% | -32.1% |
| 3M | -17.8% | +2.4% | -20.1% | -19.9% |
| 6M | -15.6% | +7.7% | -23.2% | -22.2% |
| YTD | +5.4% | +26.0% | -20.6% | -17.1% |
| 1Y | +5.2% | +34.6% | -29.4% | -22.5% |
| 3Y | +139.4% | +26.7% | +112.8% | +78.9% |
| All | +67.2% | +24.4% | +42.8% | +26.9% |
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