+417.8%
COP vs QID
-100.0%
+517.7%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.2% |
| 7D | +3.0% | -0.6% | +3.6% | +2.7% |
| 30D | +17.5% | 0.0% | +17.5% | +17.4% |
| 3M | +13.4% | +3.7% | +9.6% | +15.2% |
| 6M | +17.7% | -29.9% | +47.6% | +3.0% |
| YTD | +46.6% | -28.8% | +75.4% | +29.2% |
| 1Y | +44.6% | -37.2% | +81.8% | +22.0% |
| 3Y | +20.7% | -73.7% | +94.4% | -22.4% |
| 5Y | +185.0% | -80.7% | +265.8% | +80.9% |
| 10Y | +347.0% | -99.1% | +446.1% | -7.5% |
| All | +417.8% | -100.0% | +517.7% | -68.3% |
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