+47.0%
CF vs QID
-20.3%
+67.2%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.8% | +6.8% | +2.4% |
| 7D | -0.9% | -0.8% | -0.1% | -0.9% |
| 30D | +6.9% | +20.1% | -13.1% | -0.4% |
| 3M | +4.8% | +11.8% | -7.0% | +0.1% |
| 6M | +4.7% | +5.5% | -0.9% | +2.2% |
| YTD | +56.5% | -21.5% | +78.0% | +80.0% |
| All | +47.0% | -20.3% | +67.2% | +69.0% |
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