+180.2%
CAH vs QID
-73.9%
+254.0%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.2% |
| 7D | -2.2% | -1.9% | -0.3% | -2.3% |
| 30D | +1.2% | +1.7% | -0.5% | +1.3% |
| 3M | +13.1% | -3.9% | +17.0% | +12.9% |
| 6M | +8.5% | -30.0% | +38.5% | +5.9% |
| YTD | +17.6% | -28.2% | +45.8% | +15.2% |
| 1Y | +60.7% | -35.6% | +96.3% | +55.8% |
| All | +180.2% | -73.9% | +254.0% | +151.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling