-38.5%
CBRS vs QID
-0.2%
-38.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.3% | -4.8% | 0.0% |
| 7D | +0.5% | +2.7% | -2.3% | +3.5% |
| 30D | -18.5% | +3.3% | -21.8% | -14.8% |
| 3M | -19.4% | -5.5% | -13.9% | -18.7% |
| All | -38.5% | -0.2% | -38.3% | -37.0% |
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 · Available span rolling