+3,259.4%
CMG vs QID
-100.0%
+3,359.4%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | +0.1% |
| 7D | -1.5% | -2.7% | +1.3% | -2.6% |
| 30D | +12.7% | +1.8% | +10.9% | +13.6% |
| 3M | +26.3% | -2.2% | +28.4% | +25.8% |
| 6M | +4.5% | -32.1% | +36.6% | -10.2% |
| YTD | -0.1% | -28.6% | +28.5% | -11.8% |
| 1Y | -6.8% | -36.3% | +29.5% | -20.9% |
| 3Y | -5.0% | -74.4% | +69.4% | -40.3% |
| 5Y | -3.0% | -80.8% | +77.7% | -35.9% |
| 10Y | +323.6% | -99.1% | +422.7% | -4.2% |
| All | +3,259.4% | -100.0% | +3,359.4% | +122.0% |
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