+587.1%
QLD vs CTVA
+191.8%
+395.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.2% | +3.7% | +3.2% |
| 7D | -10.3% | +2.2% | -12.5% | -11.3% |
| 30D | -26.1% | -17.6% | -8.4% | -18.4% |
| 3M | -17.8% | +3.4% | -21.2% | -21.2% |
| 6M | -15.6% | -2.6% | -13.0% | -17.6% |
| YTD | +5.4% | +19.1% | -13.7% | -9.6% |
| 1Y | +5.2% | +26.8% | -21.5% | -13.1% |
| 3Y | +139.4% | +63.9% | +75.6% | +62.6% |
| 5Y | +66.7% | +75.7% | -9.0% | +6.5% |
| All | +587.1% | +191.8% | +395.2% | +176.9% |
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