+301.5%
CDW vs QID
-99.1%
+400.6%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | 0.0% |
| 7D | +9.1% | -11.8% | +20.9% | +4.0% |
| 30D | +13.7% | +14.2% | -0.5% | +21.3% |
| 3M | +27.0% | +8.8% | +18.3% | +33.5% |
| 6M | +75.9% | +1.5% | +74.4% | +81.8% |
| YTD | +28.9% | -23.8% | +52.7% | +18.9% |
| 1Y | +19.6% | -22.0% | +41.6% | +11.9% |
| 3Y | -14.6% | -71.9% | +57.3% | -42.7% |
| 5Y | -3.2% | -77.6% | +74.4% | -30.3% |
| All | +301.5% | -99.1% | +400.6% | +6.7% |
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