+6,426.6%
CF vs QID
-100.0%
+6,526.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +12.7% | -6.5% | +11.3% |
| 7D | +0.4% | +20.2% | -19.8% | +8.0% |
| 30D | +2.2% | +35.3% | -33.1% | +15.3% |
| 3M | +2.1% | +21.3% | -19.2% | +10.1% |
| 6M | -6.5% | +6.7% | -13.3% | -4.4% |
| YTD | +55.6% | -13.6% | +69.1% | +44.7% |
| 1Y | +42.3% | -11.0% | +53.3% | +34.5% |
| 3Y | +55.7% | -69.8% | +125.6% | -4.0% |
| 5Y | +122.4% | -74.1% | +196.5% | +44.9% |
| 10Y | +568.5% | -99.0% | +667.5% | -4.2% |
| All | +6,426.6% | -100.0% | +6,526.5% | +105.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling