+82.1%
QLD vs CTVA
+34.7%
+47.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.6% | -5.1% | -3.4% |
| 7D | +7.0% | -20.8% | +27.8% | +14.3% |
| 30D | -14.3% | -29.6% | +15.3% | -4.3% |
| 3M | -16.0% | -16.9% | +0.9% | -13.8% |
| 6M | -14.2% | -24.3% | +10.0% | -9.4% |
| YTD | +12.8% | -5.6% | +18.4% | +5.3% |
| 1Y | +14.1% | -4.2% | +18.2% | +5.5% |
| 3Y | +146.0% | +43.3% | +102.7% | +77.8% |
| All | +82.1% | +34.7% | +47.4% | +27.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling