+62.6%
QLD vs CPB
-31.1%
+93.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | +0.7% | -13.5% | -12.6% |
| 7D | -18.6% | +11.6% | -30.1% | -17.5% |
| 30D | -28.3% | +23.3% | -51.6% | -26.6% |
| 3M | -20.4% | +1.6% | -22.0% | -19.6% |
| 6M | -14.3% | +13.9% | -28.2% | -12.8% |
| YTD | +2.8% | -11.7% | +14.4% | +3.9% |
| 1Y | -1.2% | -18.2% | +17.0% | -0.2% |
| 3Y | +135.3% | -35.2% | +170.5% | +133.7% |
| 5Y | +62.6% | -30.5% | +93.1% | +74.7% |
| All | +62.6% | -31.1% | +93.7% | +74.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling