+107.8%
CB vs QID
-76.9%
+184.7%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.6% | -1.5% | +1.2% |
| 7D | +2.9% | -7.1% | +10.1% | +2.5% |
| 30D | +7.3% | +12.6% | -5.3% | +8.2% |
| 3M | +9.4% | +14.2% | -4.8% | +10.4% |
| 6M | +19.6% | +6.2% | +13.4% | +20.2% |
| YTD | +21.5% | -21.8% | +43.3% | +18.7% |
| 1Y | +28.0% | -23.1% | +51.1% | +24.9% |
| 3Y | +74.9% | -71.3% | +146.2% | +52.8% |
| All | +107.8% | -76.9% | +184.7% | +82.8% |
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