+34.8%
CF vs QID
-21.1%
+55.9%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.8% | -2.6% | -3.8% |
| 7D | -6.9% | +9.8% | -16.7% | -9.8% |
| 30D | -3.7% | +18.9% | -22.6% | -9.4% |
| 3M | -5.0% | +9.6% | -14.5% | -8.1% |
| 6M | -10.5% | -7.8% | -2.7% | -6.9% |
| YTD | +46.5% | -23.3% | +69.8% | +68.0% |
| 1Y | +34.8% | -22.0% | +56.9% | +55.1% |
| All | +34.8% | -21.1% | +55.9% | +55.1% |
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