+444.5%
CORZ vs QID
-66.7%
+511.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.3% | +4.4% | +5.0% |
| 7D | +16.6% | -2.7% | +19.3% | +13.7% |
| 30D | -10.9% | +1.8% | -12.6% | -8.8% |
| 3M | -31.0% | -2.2% | -28.9% | -29.3% |
| 6M | +26.0% | -32.1% | +58.2% | -4.3% |
| YTD | +28.6% | -28.6% | +57.2% | +4.8% |
| 1Y | +34.5% | -36.3% | +70.8% | +1.4% |
| All | +444.5% | -66.7% | +511.2% | +228.5% |
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 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