+336.7%
COP vs QID
-99.0%
+435.8%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.6% | -1.0% | +2.3% |
| 7D | +4.4% | -7.1% | +11.6% | +2.5% |
| 30D | 0.0% | +12.6% | -12.7% | +3.4% |
| 3M | +15.0% | +14.2% | +0.8% | +19.4% |
| 6M | +22.0% | +6.2% | +15.8% | +24.4% |
| YTD | +55.3% | -21.8% | +77.1% | +45.2% |
| 1Y | +64.1% | -23.1% | +87.3% | +52.8% |
| 3Y | +34.1% | -71.3% | +105.4% | -2.6% |
| 5Y | +133.4% | -77.0% | +210.4% | +76.9% |
| All | +336.7% | -99.0% | +435.8% | +52.7% |
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 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