-22.2%
CDW vs QID
-70.5%
+48.3%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.7% | -1.7% |
| 7D | +2.1% | +9.4% | -7.3% | +5.6% |
| 30D | +14.7% | +31.2% | -16.5% | +25.9% |
| 3M | +11.1% | +17.4% | -6.3% | +18.2% |
| 6M | +45.6% | +8.4% | +37.2% | +52.4% |
| YTD | +17.1% | -15.8% | +32.9% | +12.5% |
| 1Y | +13.2% | -16.3% | +29.5% | +8.9% |
| 3Y | -22.2% | -70.4% | +48.2% | -45.7% |
| All | -22.2% | -70.5% | +48.3% | -45.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling