+112.0%
CF vs QID
-74.8%
+186.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.5% | +3.2% | +0.5% |
| 7D | -3.2% | +9.4% | -12.6% | -2.7% |
| 30D | +4.3% | +31.2% | -26.9% | +6.3% |
| 3M | +2.8% | +17.4% | -14.6% | +3.8% |
| 6M | +0.6% | +8.4% | -7.8% | +1.1% |
| YTD | +56.6% | -15.8% | +72.4% | +53.3% |
| 1Y | +49.6% | -16.3% | +66.0% | +46.5% |
| 3Y | +61.5% | -70.4% | +131.9% | +39.1% |
| All | +112.0% | -74.8% | +186.8% | +94.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling