+176.1%
QLD vs CSGP
-61.9%
+238.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.8% | +0.9% |
| 7D | +0.6% | -4.1% | +4.6% | +1.6% |
| 30D | -0.1% | +2.3% | -2.4% | -1.1% |
| 3M | -8.4% | -8.2% | -0.2% | -6.9% |
| 6M | +32.2% | -35.1% | +67.3% | +53.3% |
| YTD | +28.9% | -54.0% | +82.9% | +72.3% |
| 1Y | +43.8% | -65.3% | +109.1% | +122.3% |
| All | +176.1% | -61.9% | +238.0% | +294.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling