+568.0%
CF vs QID
-99.0%
+666.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.5% | +3.2% | +0.1% |
| 7D | -3.2% | +9.4% | -12.6% | -1.3% |
| 30D | +4.3% | +31.2% | -26.9% | +10.8% |
| 3M | +2.8% | +17.4% | -14.6% | +6.4% |
| 6M | +0.6% | +8.4% | -7.8% | +2.5% |
| YTD | +56.6% | -15.8% | +72.4% | +49.5% |
| 1Y | +49.6% | -16.3% | +66.0% | +42.8% |
| 3Y | +61.5% | -70.4% | +131.9% | +20.1% |
| 5Y | +124.0% | -74.8% | +198.7% | +76.9% |
| All | +568.0% | -99.0% | +666.9% | +110.9% |
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