+193.3%
COP vs QID
-80.7%
+274.0%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +1.2% |
| 7D | -0.5% | -1.9% | +1.4% | -0.7% |
| 30D | +11.7% | +1.7% | +10.0% | +12.0% |
| 3M | +17.7% | -3.9% | +21.6% | +17.1% |
| 6M | +18.3% | -30.0% | +48.3% | +11.9% |
| YTD | +49.1% | -28.2% | +77.3% | +41.8% |
| 1Y | +53.3% | -35.6% | +89.0% | +43.3% |
| 3Y | +22.2% | -74.3% | +96.4% | +0.3% |
| 5Y | +193.3% | -80.8% | +274.1% | +145.1% |
| All | +193.3% | -80.7% | +274.0% | +145.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling