+139.4%
QLD vs CPB
-36.0%
+175.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.3% | +3.8% | +2.3% |
| 7D | -10.3% | +8.0% | -18.3% | -8.8% |
| 30D | -26.1% | +22.4% | -48.4% | -22.7% |
| 3M | -17.8% | +2.5% | -20.3% | -16.5% |
| 6M | -15.6% | +12.2% | -27.8% | -12.7% |
| YTD | +5.4% | -12.8% | +18.2% | +6.0% |
| 1Y | +5.2% | -19.2% | +24.4% | +5.0% |
| 3Y | +139.4% | -35.6% | +175.0% | +133.5% |
| All | +139.4% | -36.0% | +175.4% | +133.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling