+994.3%
CB vs QID
-100.0%
+1,094.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.5% | +0.8% | -2.5% |
| 7D | +0.2% | +9.4% | -9.2% | +3.0% |
| 30D | +9.1% | +31.2% | -22.2% | +18.0% |
| 3M | +3.4% | +17.4% | -14.0% | +8.5% |
| 6M | +14.1% | +8.4% | +5.7% | +17.0% |
| YTD | +18.0% | -15.8% | +33.8% | +12.7% |
| 1Y | +30.1% | -16.3% | +46.5% | +24.2% |
| 3Y | +71.8% | -70.4% | +142.2% | +23.1% |
| 5Y | +101.8% | -74.8% | +176.6% | +51.7% |
| 10Y | +252.1% | -99.0% | +351.2% | -5.8% |
| All | +994.3% | -100.0% | +1,094.2% | -6.8% |
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 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