+308.6%
CFG vs QID
-99.1%
+407.7%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.0% |
| 7D | +2.7% | -2.7% | +5.4% | +1.6% |
| 30D | -3.7% | +1.8% | -5.5% | -2.9% |
| 3M | +9.5% | -2.2% | +11.6% | +9.5% |
| 6M | +22.2% | -32.1% | +54.4% | +6.8% |
| YTD | +22.3% | -28.6% | +50.9% | +9.6% |
| 1Y | +39.4% | -36.3% | +75.8% | +20.3% |
| 3Y | +188.5% | -74.4% | +262.9% | +91.0% |
| 5Y | +101.5% | -80.8% | +182.3% | +38.0% |
| 10Y | +308.6% | -99.1% | +407.8% | +7.6% |
| All | +308.6% | -99.1% | +407.7% | +7.6% |
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