+116.9%
COF vs QID
-73.3%
+190.1%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.3% | -4.1% | -0.8% |
| 7D | -6.1% | +2.7% | -8.8% | -5.0% |
| 30D | -5.2% | +3.3% | -8.5% | -3.7% |
| 3M | +17.0% | -5.5% | +22.5% | +15.4% |
| 6M | +12.9% | -28.4% | +41.3% | -0.8% |
| YTD | -13.5% | -26.6% | +13.0% | -22.6% |
| 1Y | -5.9% | -34.1% | +28.3% | -19.1% |
| All | +116.9% | -73.3% | +190.1% | +41.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling