+180.6%
CEG vs QID
-74.5%
+255.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | +0.2% |
| 7D | +6.7% | -2.7% | +9.4% | +4.9% |
| 30D | +11.0% | +1.8% | +9.2% | +12.3% |
| 3M | +19.5% | -2.2% | +21.6% | +19.7% |
| 6M | -5.9% | -32.1% | +26.3% | -24.5% |
| YTD | -15.0% | -28.6% | +13.6% | -28.6% |
| 1Y | +0.6% | -36.3% | +37.0% | -19.9% |
| 3Y | +180.6% | -74.4% | +255.0% | +67.3% |
| All | +180.6% | -74.5% | +255.1% | +67.3% |
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 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