+9,127.5%
QLD vs CP
+1,097.1%
+8,030.4%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.1% |
| 7D | +0.6% | -2.7% | +3.2% | +2.8% |
| 30D | -0.1% | +0.2% | -0.3% | -0.4% |
| 3M | -8.4% | +2.6% | -10.9% | -11.2% |
| 6M | +32.2% | +6.0% | +26.2% | +24.1% |
| YTD | +28.9% | +24.9% | +4.0% | +3.9% |
| 1Y | +43.8% | +20.1% | +23.7% | +19.4% |
| 3Y | +176.6% | +16.4% | +160.2% | +132.4% |
| 5Y | +121.6% | +31.7% | +89.8% | +70.5% |
| 10Y | +1,652.9% | +223.9% | +1,429.1% | +553.9% |
| All | +9,127.5% | +1,097.1% | +8,030.4% | +845.9% |
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 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