+562.3%
CEG vs QID
-78.6%
+640.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.3% | -4.3% | -2.4% |
| 7D | +1.7% | +1.8% | -0.1% | +3.1% |
| 30D | -10.2% | +21.6% | -31.8% | -0.9% |
| 3M | -0.8% | +12.6% | -13.5% | +6.4% |
| 6M | -11.5% | +6.9% | -18.4% | -5.7% |
| YTD | -23.9% | -20.5% | -3.4% | -27.8% |
| 1Y | -25.4% | -18.1% | -7.3% | -27.7% |
| 3Y | +124.2% | -70.7% | +194.9% | +69.0% |
| All | +562.3% | -78.6% | +640.8% | +375.0% |
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 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