+180.5%
COR vs QID
-80.7%
+261.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.2% | -1.9% |
| 7D | -1.9% | -2.7% | +0.8% | -2.0% |
| 30D | +1.5% | +1.8% | -0.3% | +1.6% |
| 3M | +18.7% | -2.2% | +20.9% | +18.7% |
| 6M | -9.0% | -32.1% | +23.1% | -11.0% |
| YTD | -3.3% | -28.6% | +25.3% | -5.0% |
| 1Y | +9.8% | -36.3% | +46.2% | +7.3% |
| 3Y | +87.4% | -74.4% | +161.8% | +71.4% |
| 5Y | +180.5% | -80.8% | +261.3% | +156.3% |
| All | +180.5% | -80.7% | +261.2% | +156.3% |
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 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