+318.0%
CORZ vs QID
-64.5%
+382.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.8% | -0.8% |
| 7D | +26.4% | -11.8% | +38.2% | +13.1% |
| 30D | -6.8% | +14.2% | -21.0% | +11.1% |
| 3M | -31.1% | +8.8% | -39.9% | -20.5% |
| 6M | -36.9% | +1.5% | -38.4% | -27.9% |
| YTD | -1.2% | -23.8% | +22.5% | -9.2% |
| 1Y | -12.5% | -22.0% | +9.5% | -16.6% |
| All | +318.0% | -64.5% | +382.5% | +184.4% |
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