+625.0%
QLD vs CTVA
+198.5%
+426.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.5% |
| 7D | -3.8% | +2.4% | -6.2% | -4.9% |
| 30D | -20.5% | -8.1% | -12.5% | -17.3% |
| 3M | -14.6% | +6.3% | -20.9% | -19.3% |
| 6M | -14.7% | +0.4% | -15.1% | -18.0% |
| YTD | +11.2% | +21.8% | -10.6% | -5.7% |
| 1Y | +7.1% | +24.9% | -17.8% | -10.6% |
| 3Y | +141.1% | +92.3% | +48.8% | +48.6% |
| 5Y | +84.3% | +78.9% | +5.4% | +16.9% |
| All | +625.0% | +198.5% | +426.5% | +188.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling