+220.7%
CF vs QID
-80.8%
+301.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.9% | -3.3% |
| 7D | +6.0% | -0.6% | +6.6% | +5.9% |
| 30D | +14.8% | 0.0% | +14.8% | +14.8% |
| 3M | +14.1% | +3.7% | +10.3% | +14.8% |
| 6M | +28.5% | -29.9% | +58.4% | +24.0% |
| YTD | +74.9% | -28.8% | +103.7% | +69.3% |
| 1Y | +61.7% | -37.2% | +98.9% | +54.1% |
| 3Y | +80.3% | -73.7% | +154.0% | +54.7% |
| All | +220.7% | -80.8% | +301.5% | +192.8% |
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