+316.4%
CFG vs QID
-99.4%
+415.8%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.6% | -1.9% |
| 7D | -0.9% | +9.4% | -10.3% | +2.9% |
| 30D | +1.1% | +31.2% | -30.2% | +12.8% |
| 3M | -12.0% | +17.4% | -29.4% | -5.6% |
| 6M | -2.2% | +8.4% | -10.6% | +2.5% |
| YTD | +11.4% | -15.8% | +27.2% | +6.9% |
| 1Y | +27.8% | -16.3% | +44.2% | +22.8% |
| 3Y | +173.3% | -70.4% | +243.7% | +90.2% |
| 5Y | +62.4% | -74.8% | +137.2% | +23.7% |
| 10Y | +249.6% | -99.0% | +348.6% | -13.6% |
| All | +316.4% | -99.4% | +415.8% | -9.0% |
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