+62.6%
CSGP vs QID
-99.1%
+161.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.6% | +4.4% | -1.8% |
| 7D | -7.1% | -1.1% | -6.0% | -7.1% |
| 30D | +3.6% | +14.4% | -10.8% | +8.8% |
| 3M | -2.7% | +6.7% | -9.4% | -0.4% |
| 6M | -8.0% | +2.6% | -10.6% | -7.3% |
| YTD | -55.0% | -24.2% | -30.8% | -59.4% |
| 1Y | -55.8% | -22.3% | -33.5% | -59.6% |
| 3Y | -62.0% | -72.0% | +10.0% | -75.2% |
| 5Y | -62.9% | -78.2% | +15.2% | -74.1% |
| 10Y | +62.6% | -99.1% | +161.7% | -60.3% |
| All | +62.6% | -99.1% | +161.7% | -60.3% |
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