+2,507.3%
COR vs QID
-100.0%
+2,607.3%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | +1.1% |
| 7D | +2.4% | +1.8% | +0.6% | +3.2% |
| 30D | +7.7% | +21.6% | -13.9% | +12.9% |
| 3M | +7.5% | +12.6% | -5.1% | +10.9% |
| 6M | +34.1% | +6.9% | +27.2% | +37.0% |
| YTD | +3.9% | -20.5% | +24.4% | -0.5% |
| 1Y | -3.6% | -18.1% | +14.4% | -6.9% |
| 3Y | +80.5% | -70.7% | +151.2% | +39.6% |
| 5Y | +194.9% | -77.2% | +272.1% | +131.0% |
| 10Y | +486.6% | -99.0% | +585.6% | +120.0% |
| All | +2,507.3% | -100.0% | +2,607.3% | +348.7% |
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