+269.4%
CDW vs QID
-99.1%
+368.5%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.0% | -1.3% |
| 7D | -4.2% | -1.9% | -2.3% | -4.9% |
| 30D | +4.9% | +1.7% | +3.1% | +5.9% |
| 3M | +7.3% | -3.9% | +11.2% | +6.6% |
| 6M | +19.2% | -30.0% | +49.2% | +4.5% |
| YTD | +6.2% | -28.2% | +34.4% | -5.6% |
| 1Y | -14.0% | -35.6% | +21.6% | -26.2% |
| 3Y | -30.0% | -74.3% | +44.3% | -54.9% |
| 5Y | -23.6% | -80.8% | +57.2% | -49.0% |
| 10Y | +269.4% | -99.2% | +368.5% | -9.8% |
| All | +269.4% | -99.1% | +368.5% | -9.8% |
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