+65.1%
CSGP vs QID
-99.0%
+164.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.3% | -4.2% | -2.5% |
| 7D | -3.2% | +1.8% | -4.9% | -2.2% |
| 30D | +2.2% | +21.6% | -19.4% | +9.6% |
| 3M | -3.7% | +12.6% | -16.3% | +0.6% |
| 6M | -7.4% | +6.9% | -14.4% | -5.4% |
| YTD | -54.9% | -20.5% | -34.4% | -58.6% |
| 1Y | -54.9% | -18.1% | -36.8% | -58.0% |
| 3Y | -61.9% | -70.7% | +8.8% | -74.8% |
| 5Y | -63.1% | -77.2% | +14.1% | -73.9% |
| 10Y | +65.1% | -99.0% | +164.2% | -59.1% |
| All | +65.1% | -99.0% | +164.1% | -59.1% |
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