+60.7%
COP vs QID
-21.1%
+81.8%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -1.8% | -3.3% | -4.7% |
| 7D | -8.1% | +9.8% | -17.9% | -10.4% |
| 30D | +6.7% | +18.9% | -12.3% | +1.8% |
| 3M | +16.9% | +9.6% | +7.3% | +13.9% |
| 6M | +11.2% | -7.8% | +19.0% | +12.6% |
| YTD | +49.5% | -23.3% | +72.8% | +57.4% |
| 1Y | +60.7% | -22.0% | +82.7% | +70.6% |
| All | +60.7% | -21.1% | +81.8% | +70.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling