+740.5%
QLD vs CTVA
+223.3%
+517.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.8% |
| 7D | +0.6% | +4.9% | -4.4% | -2.3% |
| 30D | -0.1% | +11.9% | -12.1% | -6.6% |
| 3M | -8.4% | +13.7% | -22.0% | -16.4% |
| 6M | +32.2% | +13.1% | +19.1% | +20.2% |
| YTD | +28.9% | +32.0% | -3.1% | +6.5% |
| 1Y | +43.8% | +22.1% | +21.8% | +23.4% |
| 3Y | +176.6% | +77.5% | +99.1% | +83.0% |
| 5Y | +121.6% | +106.3% | +15.3% | +30.8% |
| All | +740.5% | +223.3% | +517.2% | +226.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling