+14.7%
QLD vs CTVA
+33.4%
-18.8%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.2% | -1.3% | +2.0% |
| 7D | -9.4% | +8.2% | -17.6% | -9.0% |
| 30D | -17.1% | -1.0% | -16.0% | -16.8% |
| 3M | -10.4% | +4.6% | -15.0% | -10.2% |
| 6M | +0.7% | +0.5% | +0.3% | -0.9% |
| YTD | +17.7% | +22.7% | -5.0% | +6.9% |
| 1Y | +14.7% | +32.0% | -17.3% | -1.3% |
| All | +14.7% | +33.4% | -18.8% | -1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 CTVA 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