-53.3%
CSGP vs QID
-21.1%
-32.2%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.8% | +5.9% | +4.4% |
| 7D | +18.3% | +9.8% | +8.5% | +16.4% |
| 30D | +17.8% | +18.9% | -1.1% | +15.1% |
| 3M | +9.3% | +9.6% | -0.3% | +7.5% |
| 6M | -7.9% | -7.8% | -0.1% | -11.7% |
| YTD | -51.5% | -23.3% | -28.2% | -54.5% |
| 1Y | -53.3% | -22.0% | -31.3% | -55.9% |
| All | -53.3% | -21.1% | -32.2% | -55.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling