+1,140.3%
CP vs QID
-100.0%
+1,240.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | +0.2% |
| 7D | +2.8% | +1.8% | +1.0% | +3.9% |
| 30D | +11.0% | +21.6% | -10.6% | +20.3% |
| 3M | +3.8% | +12.6% | -8.8% | +9.5% |
| 6M | +9.5% | +6.9% | +2.6% | +13.9% |
| YTD | +28.2% | -20.5% | +48.7% | +19.5% |
| 1Y | +33.0% | -18.1% | +51.0% | +25.8% |
| 3Y | +35.5% | -70.7% | +106.2% | -9.1% |
| 5Y | +25.8% | -77.2% | +103.0% | -13.0% |
| 10Y | +250.7% | -99.0% | +349.8% | -27.3% |
| All | +1,140.3% | -100.0% | +1,240.3% | -33.4% |
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 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