+626.9%
CEG vs QID
-80.6%
+707.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.2% | -1.5% |
| 7D | +1.3% | -1.9% | +3.3% | +0.5% |
| 30D | +8.8% | +1.7% | +7.1% | +9.8% |
| 3M | +17.0% | -3.9% | +20.9% | +16.4% |
| 6M | -8.7% | -30.0% | +21.3% | -20.2% |
| YTD | -16.4% | -28.2% | +11.8% | -25.5% |
| 1Y | -1.8% | -35.6% | +33.9% | -15.0% |
| 3Y | +175.8% | -74.3% | +250.1% | +94.9% |
| All | +626.9% | -80.6% | +707.6% | +390.3% |
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