+362.4%
CFG vs QID
-99.5%
+461.9%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | -0.2% |
| 7D | +1.5% | -0.6% | +2.2% | +1.3% |
| 30D | -3.8% | 0.0% | -3.8% | -3.7% |
| 3M | +11.5% | +3.7% | +7.8% | +14.2% |
| 6M | +19.2% | -29.9% | +49.0% | +5.4% |
| YTD | +23.7% | -28.8% | +52.5% | +10.6% |
| 1Y | +38.8% | -37.2% | +76.0% | +19.0% |
| 3Y | +178.9% | -73.7% | +252.6% | +85.7% |
| 5Y | +101.8% | -80.7% | +182.5% | +37.4% |
| 10Y | +317.3% | -99.1% | +416.4% | -1.8% |
| All | +362.4% | -99.5% | +461.9% | -5.9% |
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 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