+322.0%
CMG vs QID
-99.2%
+421.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.0% | -0.5% |
| 7D | -2.1% | +1.3% | -3.3% | -1.6% |
| 30D | +10.9% | +2.9% | +8.0% | +12.1% |
| 3M | +15.8% | -0.7% | +16.6% | +16.0% |
| 6M | +6.9% | -29.7% | +36.6% | -5.5% |
| YTD | -2.2% | -27.9% | +25.7% | -12.3% |
| 1Y | -7.1% | -34.6% | +27.5% | -19.1% |
| 3Y | -7.1% | -73.5% | +66.4% | -38.3% |
| 5Y | -4.8% | -81.0% | +76.2% | -35.2% |
| All | +322.0% | -99.2% | +421.2% | +61.8% |
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