-25.1%
CDW vs QID
-74.8%
+49.7%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -1.1% |
| 7D | +3.2% | -0.6% | +3.8% | +3.0% |
| 30D | +9.3% | 0.0% | +9.3% | +9.5% |
| 3M | +9.8% | +3.7% | +6.1% | +12.5% |
| 6M | +23.3% | -29.9% | +53.2% | +10.5% |
| YTD | +13.7% | -28.8% | +42.4% | +2.7% |
| 1Y | -6.5% | -37.2% | +30.7% | -18.6% |
| All | -25.1% | -74.8% | +49.7% | -49.0% |
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 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