+56.1%
CDE vs QID
-99.2%
+155.2%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.8% | +3.0% | +0.3% |
| 7D | -3.1% | +1.3% | -4.4% | -2.5% |
| 30D | +9.5% | +2.9% | +6.5% | +11.3% |
| 3M | +25.5% | -0.7% | +26.2% | +28.1% |
| 6M | -7.9% | -29.7% | +21.8% | -17.4% |
| YTD | +15.6% | -27.9% | +43.4% | +6.2% |
| 1Y | +34.0% | -34.6% | +68.6% | +19.7% |
| 3Y | +791.9% | -73.5% | +865.4% | +509.4% |
| 5Y | +197.7% | -81.0% | +278.7% | +106.7% |
| All | +56.1% | -99.2% | +155.2% | -59.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling