+62.6%
QLD vs CSGP
-62.1%
+124.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -1.6% | -11.1% | -12.0% |
| 7D | -18.6% | +13.9% | -32.5% | -23.7% |
| 30D | -28.3% | +16.0% | -44.3% | -35.2% |
| 3M | -20.4% | +6.1% | -26.5% | -25.6% |
| 6M | -14.3% | -8.2% | -6.1% | -15.8% |
| YTD | +2.8% | -52.3% | +55.1% | +51.0% |
| 1Y | -1.2% | -54.5% | +53.3% | +49.6% |
| 3Y | +135.3% | -58.6% | +193.9% | +255.2% |
| 5Y | +62.6% | -61.5% | +124.1% | +167.7% |
| All | +62.6% | -62.1% | +124.6% | +167.7% |
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 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