+1,450.1%
QLD vs CPB
-40.9%
+1,491.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -1.1% |
| 7D | -3.8% | +2.9% | -6.7% | -4.2% |
| 30D | -20.5% | +17.6% | -38.1% | -22.3% |
| 3M | -14.6% | +2.0% | -16.7% | -15.1% |
| 6M | -14.7% | +11.6% | -26.3% | -16.7% |
| YTD | +11.2% | -13.8% | +25.0% | +13.1% |
| 1Y | +7.1% | -21.6% | +28.7% | +10.8% |
| 3Y | +141.1% | -35.8% | +176.9% | +153.2% |
| 5Y | +84.3% | -33.3% | +117.6% | +87.7% |
| 10Y | +1,450.1% | -39.4% | +1,489.5% | +1,465.6% |
| All | +1,450.1% | -40.9% | +1,491.0% | +1,465.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 10y: compounded portfolio wealth divided by compounded CPB 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…
10y analysis · Full analysis span regression · 6 months rolling