+422.9%
COP vs QID
-100.0%
+522.9%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +1.3% |
| 7D | -6.1% | +1.8% | -7.9% | -5.3% |
| 30D | +1.1% | +21.6% | -20.5% | +8.8% |
| 3M | +10.9% | +12.6% | -1.7% | +16.0% |
| 6M | +20.8% | +6.9% | +13.9% | +24.1% |
| YTD | +48.0% | -20.5% | +68.6% | +36.1% |
| 1Y | +58.5% | -18.1% | +76.6% | +47.6% |
| 3Y | +28.1% | -70.7% | +98.8% | -14.5% |
| 5Y | +120.5% | -77.2% | +197.7% | +49.2% |
| 10Y | +310.1% | -99.0% | +409.2% | -12.2% |
| All | +422.9% | -100.0% | +522.9% | -66.6% |
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 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