+77.2%
CME vs QID
-80.7%
+157.8%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.1% |
| 7D | -2.9% | -2.7% | -0.1% | -3.0% |
| 30D | +5.5% | +1.8% | +3.7% | +5.6% |
| 3M | +11.0% | -2.2% | +13.1% | +11.0% |
| 6M | -9.7% | -32.1% | +22.4% | -11.8% |
| YTD | +4.9% | -28.6% | +33.4% | +2.8% |
| 1Y | +10.1% | -36.3% | +46.4% | +7.0% |
| 3Y | +53.5% | -74.4% | +127.9% | +35.8% |
| 5Y | +77.2% | -80.8% | +157.9% | +58.2% |
| All | +77.2% | -80.7% | +157.8% | +58.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling