+247.7%
COF vs QID
-100.0%
+347.7%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -1.2% |
| 7D | -2.7% | -1.9% | -0.7% | -3.7% |
| 30D | -3.4% | +1.7% | -5.1% | -2.2% |
| 3M | +15.4% | -3.9% | +19.3% | +14.4% |
| 6M | +14.4% | -30.0% | +44.4% | -4.7% |
| YTD | -12.0% | -28.2% | +16.2% | -24.9% |
| 1Y | -3.7% | -35.6% | +31.9% | -22.2% |
| 3Y | +121.1% | -74.3% | +195.3% | +18.9% |
| 5Y | +47.8% | -80.8% | +128.6% | -17.2% |
| 10Y | +250.3% | -99.2% | +349.5% | -65.0% |
| All | +247.7% | -100.0% | +347.7% | -94.6% |
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