+1,049.3%
CIEN vs QID
-100.0%
+1,149.3%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +0.9% |
| 7D | -15.2% | -0.6% | -14.5% | -15.6% |
| 30D | -21.5% | 0.0% | -21.5% | -21.1% |
| 3M | -40.1% | +3.7% | -43.8% | -36.0% |
| 6M | -6.6% | -29.9% | +23.3% | -19.1% |
| YTD | +37.3% | -28.8% | +66.0% | +21.3% |
| 1Y | +174.5% | -37.2% | +211.7% | +131.4% |
| 3Y | +562.3% | -73.7% | +636.0% | +301.7% |
| 5Y | +463.9% | -80.7% | +544.7% | +252.2% |
| 10Y | +1,302.4% | -99.1% | +1,401.5% | +68.1% |
| All | +1,049.3% | -100.0% | +1,149.3% | -74.4% |
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