+7,256.1%
QLD vs CP
+1,128.0%
+6,128.2%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -0.7% | -12.0% | -12.1% |
| 7D | -18.6% | +6.1% | -24.7% | -22.6% |
| 30D | -28.3% | +9.8% | -38.0% | -34.0% |
| 3M | -20.4% | +2.7% | -23.1% | -22.8% |
| 6M | -14.3% | +12.8% | -27.1% | -23.9% |
| YTD | +2.8% | +28.2% | -25.4% | -19.4% |
| 1Y | -1.2% | +34.1% | -35.4% | -25.6% |
| 3Y | +135.3% | +28.9% | +106.4% | +80.2% |
| 5Y | +62.6% | +27.1% | +35.5% | +28.5% |
| 10Y | +1,384.3% | +264.8% | +1,119.5% | +400.5% |
| All | +7,256.1% | +1,128.0% | +6,128.2% | +633.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling