+2,374.5%
COR vs QID
-100.0%
+2,474.5%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.9% |
| 7D | +2.8% | -0.6% | +3.4% | +2.6% |
| 30D | +4.5% | 0.0% | +4.5% | +4.5% |
| 3M | +22.7% | +3.7% | +18.9% | +23.9% |
| 6M | -9.7% | -29.9% | +20.1% | -16.5% |
| YTD | -1.4% | -28.8% | +27.3% | -8.3% |
| 1Y | +13.9% | -37.2% | +51.1% | +3.2% |
| 3Y | +94.0% | -73.7% | +167.7% | +46.0% |
| 5Y | +184.0% | -80.7% | +264.8% | +113.0% |
| 10Y | +406.8% | -99.1% | +505.9% | +85.4% |
| All | +2,374.5% | -100.0% | +2,474.5% | +313.5% |
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