+241.9%
CORZ vs QID
-60.8%
+302.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.5% | +5.9% | +0.9% |
| 7D | -11.2% | +9.4% | -20.7% | -1.7% |
| 30D | -26.2% | +31.2% | -57.5% | -0.4% |
| 3M | -44.1% | +17.4% | -61.6% | -31.1% |
| 6M | -52.3% | +8.4% | -60.7% | -42.3% |
| YTD | -19.2% | -15.8% | -3.5% | -19.0% |
| 1Y | -42.9% | -16.3% | -26.5% | -42.2% |
| All | +241.9% | -60.8% | +302.6% | +153.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling