+14.7%
QLD vs CSGP
-53.2%
+67.9%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.0% | -2.1% | +2.4% |
| 7D | -9.4% | +18.3% | -27.7% | -7.3% |
| 30D | -17.1% | +17.8% | -34.8% | -15.3% |
| 3M | -10.4% | +9.3% | -19.7% | -8.9% |
| 6M | +0.7% | -7.9% | +8.7% | +3.7% |
| YTD | +17.7% | -51.5% | +69.3% | +34.1% |
| 1Y | +14.7% | -53.3% | +68.0% | +33.6% |
| All | +14.7% | -53.2% | +67.9% | +33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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