-37.7%
CAG vs QID
-99.2%
+61.5%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | -0.8% |
| 7D | -5.7% | +1.3% | -7.0% | -5.6% |
| 30D | -2.4% | +2.9% | -5.4% | -2.2% |
| 3M | +9.8% | -0.7% | +10.5% | +9.8% |
| 6M | -10.8% | -29.7% | +18.8% | -13.3% |
| YTD | -10.8% | -27.9% | +17.1% | -13.1% |
| 1Y | -19.0% | -34.6% | +15.6% | -21.7% |
| 3Y | -39.7% | -73.5% | +33.8% | -46.3% |
| 5Y | -43.0% | -81.0% | +38.0% | -49.4% |
| All | -37.7% | -99.2% | +61.5% | -67.1% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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