-2.7%
CEG vs QID
-38.2%
+35.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.4% | +5.2% | +4.7% |
| 7D | +8.0% | -0.6% | +8.7% | +7.7% |
| 30D | +12.9% | 0.0% | +12.9% | +13.2% |
| 3M | +13.2% | +3.7% | +9.4% | +17.9% |
| 6M | -7.0% | -29.9% | +22.9% | -21.3% |
| YTD | -15.0% | -28.8% | +13.8% | -26.4% |
| 1Y | -2.7% | -37.2% | +34.4% | -27.2% |
| All | -2.7% | -38.2% | +35.5% | -27.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling