+53.4%
CL vs QID
-99.1%
+152.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.4% |
| 7D | -1.4% | -2.7% | +1.4% | -1.7% |
| 30D | -5.2% | +1.8% | -7.0% | -5.0% |
| 3M | +3.3% | -2.2% | +5.5% | +3.2% |
| 6M | -4.4% | -32.1% | +27.8% | -8.6% |
| YTD | +13.9% | -28.6% | +42.5% | +9.7% |
| 1Y | +7.6% | -36.3% | +44.0% | +2.1% |
| 3Y | +29.6% | -74.4% | +104.0% | +9.2% |
| 5Y | +28.1% | -80.8% | +108.8% | +8.5% |
| 10Y | +53.4% | -99.1% | +152.5% | -27.1% |
| All | +53.4% | -99.1% | +152.5% | -27.1% |
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