+84.1%
CAG vs QID
-100.0%
+184.1%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.4% |
| 7D | -5.3% | -2.7% | -2.5% | -5.7% |
| 30D | +1.0% | +1.8% | -0.8% | +1.3% |
| 3M | +17.4% | -2.2% | +19.5% | +17.2% |
| 6M | -16.8% | -32.1% | +15.3% | -21.1% |
| YTD | -6.8% | -28.6% | +21.8% | -10.9% |
| 1Y | -15.4% | -36.3% | +20.9% | -20.5% |
| 3Y | -37.1% | -74.4% | +37.3% | -47.8% |
| 5Y | -41.3% | -80.8% | +39.5% | -51.3% |
| 10Y | -35.5% | -99.1% | +63.7% | -68.2% |
| All | +84.1% | -100.0% | +184.1% | -46.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling