+30.9%
CL vs QID
-73.9%
+104.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.4% |
| 7D | -2.2% | -0.6% | -1.5% | -2.2% |
| 30D | -4.8% | 0.0% | -4.8% | -4.8% |
| 3M | +4.9% | +3.7% | +1.2% | +4.8% |
| 6M | -5.7% | -29.9% | +24.1% | -5.0% |
| YTD | +14.4% | -28.8% | +43.2% | +15.1% |
| 1Y | +8.7% | -37.2% | +45.9% | +9.6% |
| All | +30.9% | -73.9% | +104.7% | +28.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling