+1,631.1%
QLD vs CPB
-47.3%
+1,678.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.4% | +3.7% | +0.8% |
| 7D | +0.6% | -8.6% | +9.2% | +1.8% |
| 30D | -0.1% | -7.2% | +7.1% | +0.9% |
| 3M | -8.4% | +0.9% | -9.2% | -9.1% |
| 6M | +32.2% | -11.8% | +44.0% | +34.1% |
| YTD | +28.9% | -19.4% | +48.3% | +32.6% |
| 1Y | +43.8% | -30.4% | +74.2% | +52.0% |
| 3Y | +176.6% | -40.2% | +216.7% | +193.8% |
| 5Y | +121.6% | -39.5% | +161.1% | +130.5% |
| All | +1,631.1% | -47.3% | +1,678.4% | +1,856.4% |
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