+102.5%
CFG vs QID
-80.8%
+183.3%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | -0.2% |
| 7D | +1.5% | -0.6% | +2.2% | +1.4% |
| 30D | -3.8% | 0.0% | -3.8% | -3.7% |
| 3M | +11.5% | +3.7% | +7.8% | +14.0% |
| 6M | +19.2% | -29.9% | +49.0% | +6.6% |
| YTD | +23.7% | -28.8% | +52.5% | +11.8% |
| 1Y | +38.8% | -37.2% | +76.0% | +20.7% |
| 3Y | +178.9% | -73.7% | +252.6% | +94.0% |
| All | +102.5% | -80.8% | +183.3% | +44.8% |
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