+65.2%
CSGP vs QID
-99.0%
+164.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -2.5% | -2.1% | -5.6% |
| 7D | +1.3% | +9.4% | -8.2% | +4.7% |
| 30D | +10.7% | +31.2% | -20.6% | +21.7% |
| 3M | +3.3% | +17.4% | -14.1% | +9.3% |
| 6M | -10.3% | +8.4% | -18.7% | -8.3% |
| YTD | -54.6% | -15.8% | -38.8% | -57.5% |
| 1Y | -54.6% | -16.3% | -38.3% | -57.6% |
| 3Y | -60.3% | -70.4% | +10.1% | -73.8% |
| 5Y | -63.3% | -74.8% | +11.5% | -73.0% |
| All | +65.2% | -99.0% | +164.2% | -58.0% |
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