+470.7%
CF vs QID
-99.1%
+569.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.8% | +1.5% |
| 7D | +5.4% | -11.8% | +17.2% | +2.6% |
| 30D | +6.5% | +14.2% | -7.7% | +9.8% |
| 3M | +4.6% | +8.8% | -4.1% | +6.6% |
| 6M | -3.3% | +1.5% | -4.8% | -2.7% |
| YTD | +63.9% | -23.8% | +87.7% | +53.2% |
| 1Y | +50.4% | -22.0% | +72.4% | +41.7% |
| 3Y | +68.2% | -71.9% | +140.1% | +24.3% |
| 5Y | +113.8% | -77.6% | +191.4% | +64.2% |
| All | +470.7% | -99.1% | +569.7% | +68.4% |
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