+9,127.5%
QLD vs CPB
+13.2%
+9,114.3%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.4% | +3.7% | +1.8% |
| 7D | +0.6% | -8.6% | +9.2% | +4.4% |
| 30D | -0.1% | -7.2% | +7.1% | +2.8% |
| 3M | -8.4% | +0.9% | -9.2% | -10.5% |
| 6M | +32.2% | -11.8% | +44.0% | +36.5% |
| YTD | +28.9% | -19.4% | +48.3% | +37.7% |
| 1Y | +43.8% | -30.4% | +74.2% | +63.6% |
| 3Y | +176.6% | -40.2% | +216.7% | +219.6% |
| 5Y | +121.6% | -39.5% | +161.1% | +142.7% |
| 10Y | +1,652.9% | -47.4% | +1,700.3% | +1,848.7% |
| All | +9,127.5% | +13.2% | +9,114.3% | +4,489.3% |
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