+920.9%
CB vs QID
-100.0%
+1,020.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.6% | -2.0% |
| 7D | +0.5% | -0.6% | +1.1% | +0.3% |
| 30D | -3.1% | 0.0% | -3.1% | -3.1% |
| 3M | +9.0% | +3.7% | +5.2% | +10.3% |
| 6M | +2.9% | -29.9% | +32.7% | -7.0% |
| YTD | +10.1% | -28.8% | +38.9% | 0.0% |
| 1Y | +22.8% | -37.2% | +60.0% | +7.6% |
| 3Y | +73.8% | -73.7% | +147.5% | +20.8% |
| 5Y | +99.2% | -80.7% | +179.9% | +37.6% |
| 10Y | +218.2% | -99.1% | +317.3% | -17.3% |
| All | +920.9% | -100.0% | +1,020.9% | -17.2% |
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