-1.2%
QLD vs CSGP
-53.9%
+52.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -1.6% | -11.1% | -12.9% |
| 7D | -18.6% | +13.9% | -32.5% | -17.0% |
| 30D | -28.3% | +16.0% | -44.3% | -26.9% |
| 3M | -20.4% | +6.1% | -26.5% | -19.3% |
| 6M | -14.3% | -8.2% | -6.1% | -12.1% |
| YTD | +2.8% | -52.3% | +55.1% | +16.6% |
| 1Y | -1.2% | -54.5% | +53.3% | +15.2% |
| All | -1.2% | -53.9% | +52.6% | +15.2% |
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