+105.9%
CSCO vs QID
-77.9%
+183.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +1.4% |
| 7D | +6.6% | -11.8% | +18.4% | +2.8% |
| 30D | -11.3% | +14.2% | -25.6% | -6.8% |
| 3M | -17.3% | +8.8% | -26.1% | -14.1% |
| 6M | +3.5% | +1.5% | +2.0% | +7.0% |
| YTD | +34.9% | -23.8% | +58.7% | +29.6% |
| 1Y | +40.5% | -22.0% | +62.5% | +36.2% |
| 3Y | +109.3% | -71.9% | +181.1% | +61.5% |
| 5Y | +105.9% | -77.6% | +183.5% | +61.9% |
| All | +105.9% | -77.9% | +183.8% | +61.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling