+86.7%
QLD vs CSGP
-61.6%
+148.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.0% | -2.1% | +0.1% |
| 7D | -9.4% | +18.3% | -27.7% | -16.7% |
| 30D | -17.1% | +17.8% | -34.8% | -25.6% |
| 3M | -10.4% | +9.3% | -19.7% | -17.6% |
| 6M | +0.7% | -7.9% | +8.7% | -1.0% |
| YTD | +17.7% | -51.5% | +69.3% | +71.6% |
| 1Y | +14.7% | -53.3% | +68.0% | +71.0% |
| 3Y | +169.6% | -57.9% | +227.5% | +303.6% |
| 5Y | +86.7% | -61.3% | +148.0% | +207.8% |
| All | +86.7% | -61.6% | +148.2% | +207.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling