+7.1%
QLD vs CPB
-21.8%
+28.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -1.6% |
| 7D | -3.8% | +2.9% | -6.7% | -2.9% |
| 30D | -20.5% | +17.6% | -38.1% | -15.8% |
| 3M | -14.6% | +2.0% | -16.7% | -12.7% |
| 6M | -14.7% | +11.6% | -26.3% | -10.1% |
| YTD | +11.2% | -13.8% | +25.0% | +10.6% |
| 1Y | +7.1% | -21.6% | +28.7% | +3.7% |
| All | +7.1% | -21.8% | +28.9% | +3.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling