+208.5%
CFG vs QID
-99.0%
+307.6%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.6% | -2.0% | +1.6% |
| 7D | +3.2% | -7.1% | +10.3% | +0.5% |
| 30D | +5.1% | +12.6% | -7.5% | +10.8% |
| 3M | -11.2% | +14.2% | -25.5% | -5.7% |
| 6M | +9.6% | +6.2% | +3.4% | +14.2% |
| YTD | +15.0% | -21.8% | +36.8% | +7.5% |
| 1Y | +29.9% | -23.1% | +53.0% | +20.9% |
| 3Y | +192.1% | -71.3% | +263.4% | +101.9% |
| 5Y | +62.3% | -77.0% | +139.3% | +19.9% |
| All | +208.5% | -99.0% | +307.6% | -13.9% |
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