+305.8%
CME vs QID
-99.1%
+404.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.6% | +6.8% | +1.5% |
| 7D | +2.5% | -1.1% | +3.6% | +2.5% |
| 30D | +13.9% | +14.4% | -0.5% | +16.5% |
| 3M | +22.4% | +6.7% | +15.7% | +23.9% |
| 6M | +12.9% | +2.6% | +10.3% | +13.8% |
| YTD | +19.6% | -24.2% | +43.8% | +14.7% |
| 1Y | +17.7% | -22.3% | +40.0% | +13.5% |
| 3Y | +65.3% | -72.0% | +137.4% | +32.6% |
| 5Y | +75.1% | -78.2% | +153.3% | +44.2% |
| 10Y | +305.8% | -99.1% | +404.8% | +74.8% |
| All | +305.8% | -99.1% | +404.8% | +74.8% |
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