-19.0%
CAG vs QID
-34.8%
+15.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | -0.4% |
| 7D | -5.7% | +1.3% | -7.0% | -5.9% |
| 30D | -2.4% | +2.9% | -5.4% | -2.9% |
| 3M | +9.8% | -0.7% | +10.5% | +9.3% |
| 6M | -10.8% | -29.7% | +18.8% | -7.2% |
| YTD | -10.8% | -27.9% | +17.1% | -8.1% |
| 1Y | -19.0% | -34.6% | +15.6% | -13.9% |
| All | -19.0% | -34.8% | +15.8% | -13.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling