+4,350.1%
CRM vs QID
-100.0%
+4,450.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.3% | -2.8% | +0.9% |
| 7D | -8.1% | +2.7% | -10.9% | -6.6% |
| 30D | +23.1% | +3.3% | +19.7% | +25.9% |
| 3M | +42.5% | -5.5% | +48.1% | +38.1% |
| 6M | +25.3% | -28.4% | +53.7% | +3.9% |
| YTD | -7.8% | -26.6% | +18.8% | -21.8% |
| 1Y | +1.0% | -34.1% | +35.2% | -18.9% |
| 3Y | +10.0% | -73.7% | +83.7% | -41.8% |
| 5Y | -3.9% | -80.7% | +76.8% | -45.2% |
| 10Y | +233.2% | -99.1% | +332.3% | -59.0% |
| All | +4,350.1% | -100.0% | +4,450.1% | +4.5% |
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