+475.2%
COR vs QID
-99.1%
+574.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.7% | -0.1% |
| 7D | +2.9% | -11.8% | +14.7% | +0.8% |
| 30D | +5.8% | +14.2% | -8.4% | +8.6% |
| 3M | +11.4% | +8.8% | +2.6% | +13.5% |
| 6M | +34.5% | +1.5% | +33.0% | +35.5% |
| YTD | +4.1% | -23.8% | +27.8% | -0.2% |
| 1Y | -3.1% | -22.0% | +18.9% | -6.6% |
| 3Y | +80.9% | -71.9% | +152.8% | +44.8% |
| 5Y | +195.1% | -77.6% | +272.7% | +144.4% |
| All | +475.2% | -99.1% | +574.2% | +122.3% |
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 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