+237.0%
CFG vs QID
-99.0%
+336.1%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -6.8% | +9.8% | +0.4% |
| 7D | +0.3% | -0.8% | +1.0% | +0.4% |
| 30D | +3.2% | +20.1% | -16.8% | +11.4% |
| 3M | -9.7% | +11.8% | -21.5% | -4.9% |
| 6M | +3.6% | +5.5% | -1.9% | +7.7% |
| YTD | +14.7% | -21.5% | +36.2% | +7.3% |
| 1Y | +29.6% | -22.6% | +52.2% | +21.0% |
| 3Y | +190.6% | -72.3% | +262.9% | +98.4% |
| 5Y | +67.1% | -76.9% | +144.0% | +23.7% |
| 10Y | +237.0% | -99.0% | +336.0% | +5.2% |
| All | +237.0% | -99.0% | +336.1% | +5.2% |
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