+180.7%
COR vs QID
-80.2%
+260.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.3% | -3.0% | -0.7% |
| 7D | -4.8% | +2.7% | -7.6% | -4.7% |
| 30D | -3.7% | +3.3% | -7.0% | -3.6% |
| 3M | +14.3% | -5.5% | +19.9% | +14.1% |
| 6M | -8.5% | -28.4% | +19.9% | -10.2% |
| YTD | -4.4% | -26.6% | +22.2% | -6.0% |
| 1Y | +9.1% | -34.1% | +43.3% | +6.7% |
| 3Y | +85.2% | -73.7% | +158.9% | +69.6% |
| 5Y | +180.7% | -80.7% | +261.3% | +155.9% |
| All | +180.7% | -80.2% | +260.8% | +155.9% |
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 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