+21.2%
CP vs QID
-74.8%
+96.0%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.3% |
| 7D | -2.7% | -0.6% | -2.0% | -2.8% |
| 30D | +0.2% | 0.0% | +0.2% | +0.3% |
| 3M | +2.6% | +3.7% | -1.2% | +4.1% |
| 6M | +6.0% | -29.9% | +35.8% | -1.2% |
| YTD | +24.9% | -28.8% | +53.7% | +17.0% |
| 1Y | +20.1% | -37.2% | +57.3% | +9.4% |
| All | +21.2% | -74.8% | +96.0% | -5.4% |
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 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