+599.6%
CME vs QID
-100.0%
+699.6%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.6% | -1.8% | +1.7% |
| 7D | +3.9% | -7.1% | +11.1% | +1.5% |
| 30D | +11.3% | +12.6% | -1.3% | +16.3% |
| 3M | +19.6% | +14.2% | +5.3% | +25.6% |
| 6M | +8.1% | +6.2% | +1.9% | +10.9% |
| YTD | +20.4% | -21.8% | +42.2% | +11.1% |
| 1Y | +16.5% | -23.1% | +39.6% | +7.0% |
| 3Y | +66.4% | -71.3% | +137.8% | +8.2% |
| 5Y | +74.5% | -77.0% | +151.5% | +16.8% |
| 10Y | +308.5% | -99.0% | +407.5% | -27.5% |
| All | +599.6% | -100.0% | +699.6% | -71.5% |
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