+731.0%
CSCO vs QID
-100.0%
+831.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +2.6% | -8.9% | -5.1% |
| 7D | +1.9% | -7.1% | +9.1% | -1.0% |
| 30D | -15.8% | +12.6% | -28.5% | -10.0% |
| 3M | -15.4% | +14.2% | -29.6% | -8.6% |
| 6M | -5.4% | +6.2% | -11.6% | +0.8% |
| YTD | +26.5% | -21.8% | +48.3% | +19.8% |
| 1Y | +25.9% | -23.1% | +49.0% | +18.8% |
| 3Y | +97.5% | -71.3% | +168.9% | +31.2% |
| 5Y | +93.0% | -77.0% | +170.0% | +35.1% |
| 10Y | +308.6% | -99.0% | +407.7% | -19.9% |
| All | +731.0% | -100.0% | +831.0% | -56.6% |
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