+20.8%
COP vs QID
-74.5%
+95.3%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.6% |
| 7D | -0.8% | -2.7% | +1.9% | -1.1% |
| 30D | +15.6% | +1.8% | +13.8% | +15.8% |
| 3M | +14.3% | -2.2% | +16.5% | +14.2% |
| 6M | +17.0% | -32.1% | +49.1% | +10.5% |
| YTD | +47.4% | -28.6% | +76.0% | +40.8% |
| 1Y | +52.4% | -36.3% | +88.7% | +42.5% |
| 3Y | +20.8% | -74.4% | +95.2% | +0.1% |
| All | +20.8% | -74.5% | +95.3% | +0.1% |
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