+1,351.8%
QLD vs CPB
-38.3%
+1,390.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.3% | +3.8% | +2.7% |
| 7D | -10.3% | +8.0% | -18.3% | -11.1% |
| 30D | -26.1% | +22.4% | -48.4% | -28.1% |
| 3M | -17.8% | +2.5% | -20.3% | -18.2% |
| 6M | -15.6% | +12.2% | -27.8% | -17.6% |
| YTD | +5.4% | -12.8% | +18.2% | +7.1% |
| 1Y | +5.2% | -19.2% | +24.4% | +8.3% |
| 3Y | +139.4% | -35.6% | +175.0% | +151.8% |
| 5Y | +66.7% | -31.4% | +98.1% | +68.7% |
| All | +1,351.8% | -38.3% | +1,390.2% | +1,370.3% |
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