+359.9%
CSCO vs QID
-99.1%
+459.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.3% | -4.1% | -1.0% |
| 7D | -1.1% | +2.7% | -3.8% | -0.1% |
| 30D | -10.8% | +3.3% | -14.1% | -9.7% |
| 3M | -9.2% | -5.5% | -3.7% | -10.0% |
| 6M | +39.5% | -28.4% | +67.9% | +26.7% |
| YTD | +41.5% | -26.6% | +68.1% | +30.5% |
| 1Y | +61.0% | -34.1% | +95.1% | +43.7% |
| 3Y | +105.2% | -73.7% | +178.9% | +41.5% |
| 5Y | +113.4% | -80.7% | +194.1% | +49.7% |
| All | +359.9% | -99.1% | +459.0% | +15.7% |
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 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