+8,329.0%
QLD vs CSGP
+505.0%
+7,824.0%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.0% | -2.1% | -0.8% |
| 7D | -9.4% | +18.3% | -27.7% | -20.0% |
| 30D | -17.1% | +17.8% | -34.8% | -29.1% |
| 3M | -10.4% | +9.3% | -19.7% | -20.8% |
| 6M | +0.7% | -7.9% | +8.7% | -4.3% |
| 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% | +311.7% |
| 5Y | +86.7% | -61.3% | +148.0% | +205.5% |
| 10Y | +1,600.8% | +77.5% | +1,523.2% | +815.9% |
| All | +8,329.0% | +505.0% | +7,824.0% | +1,365.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling