+103.2%
CB vs QID
-74.8%
+178.0%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.5% | +0.8% | -1.9% |
| 7D | +0.2% | +9.4% | -9.2% | +0.8% |
| 30D | +9.1% | +31.2% | -22.2% | +11.0% |
| 3M | +3.4% | +17.4% | -14.0% | +4.5% |
| 6M | +14.1% | +8.4% | +5.7% | +14.6% |
| YTD | +18.0% | -15.8% | +33.8% | +15.8% |
| 1Y | +30.1% | -16.3% | +46.5% | +27.7% |
| 3Y | +71.8% | -70.4% | +142.2% | +49.8% |
| All | +103.2% | -74.8% | +178.0% | +79.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling