+734.2%
CAH vs QID
-100.0%
+834.2%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.3% | -3.0% | -2.6% |
| 7D | +0.5% | -2.7% | +3.2% | -0.2% |
| 30D | +1.7% | +1.8% | -0.1% | +2.2% |
| 3M | +17.9% | -2.2% | +20.0% | +17.6% |
| 6M | +10.9% | -32.1% | +43.1% | +0.7% |
| YTD | +17.9% | -28.6% | +46.4% | +8.7% |
| 1Y | +61.7% | -36.3% | +98.0% | +44.8% |
| 3Y | +183.7% | -74.4% | +258.1% | +104.9% |
| 5Y | +401.3% | -80.8% | +482.1% | +262.8% |
| 10Y | +293.7% | -99.1% | +392.8% | +24.2% |
| All | +734.2% | -100.0% | +834.2% | +7.6% |
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