+238.9%
CRM vs QID
-99.2%
+338.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.8% | +3.7% | +1.0% |
| 7D | -4.4% | +1.3% | -5.7% | -3.8% |
| 30D | +28.1% | +2.9% | +25.2% | +30.5% |
| 3M | +48.8% | -0.7% | +49.5% | +48.7% |
| 6M | +28.3% | -29.7% | +57.9% | +7.8% |
| YTD | -6.0% | -27.9% | +21.9% | -19.4% |
| 1Y | +1.4% | -34.6% | +36.0% | -16.6% |
| 3Y | +11.8% | -73.5% | +85.4% | -36.0% |
| 5Y | -2.0% | -81.0% | +79.0% | -40.5% |
| All | +238.9% | -99.2% | +338.1% | -44.8% |
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