+7,256.1%
QLD vs CPB
+24.1%
+7,232.1%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | +0.7% | -13.5% | -13.0% |
| 7D | -18.6% | +11.6% | -30.1% | -22.4% |
| 30D | -28.3% | +23.3% | -51.6% | -35.0% |
| 3M | -20.4% | +1.6% | -22.0% | -22.1% |
| 6M | -14.3% | +13.9% | -28.2% | -21.8% |
| YTD | +2.8% | -11.7% | +14.4% | +4.3% |
| 1Y | -1.2% | -18.2% | +17.0% | +3.7% |
| 3Y | +135.3% | -35.2% | +170.5% | +161.6% |
| 5Y | +62.6% | -30.5% | +93.1% | +64.4% |
| 10Y | +1,384.3% | -37.1% | +1,421.4% | +1,342.2% |
| All | +7,256.1% | +24.1% | +7,232.1% | +3,376.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling