+580.1%
CME vs QID
-100.0%
+680.1%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.2% | +1.9% |
| 7D | +1.7% | +1.8% | -0.1% | +2.5% |
| 30D | +10.2% | +21.6% | -11.5% | +18.1% |
| 3M | +17.8% | +12.6% | +5.2% | +23.1% |
| 6M | +11.0% | +6.9% | +4.1% | +14.1% |
| YTD | +17.0% | -20.5% | +37.6% | +8.6% |
| 1Y | +15.8% | -18.1% | +33.9% | +8.7% |
| 3Y | +61.8% | -70.7% | +132.5% | +6.0% |
| 5Y | +72.5% | -77.2% | +149.7% | +14.6% |
| 10Y | +288.0% | -99.0% | +387.0% | -30.9% |
| All | +580.1% | -100.0% | +680.1% | -72.1% |
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 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