+492.2%
COR vs QID
-99.0%
+591.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.6% | +0.3% | +3.4% |
| 7D | +7.8% | -7.1% | +15.0% | +6.6% |
| 30D | +7.0% | +12.6% | -5.6% | +9.5% |
| 3M | +16.3% | +14.2% | +2.0% | +19.3% |
| 6M | +41.3% | +6.2% | +35.1% | +43.5% |
| YTD | +7.1% | -21.8% | +28.9% | +3.2% |
| 1Y | -0.8% | -23.1% | +22.3% | -4.7% |
| 3Y | +85.0% | -71.3% | +156.3% | +48.6% |
| 5Y | +203.9% | -77.0% | +280.8% | +152.7% |
| All | +492.2% | -99.0% | +591.2% | +129.9% |
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