-58.4%
CSGP vs QID
-69.7%
+11.4%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +12.7% | -14.3% | +0.1% |
| 7D | +13.9% | +20.2% | -6.3% | +16.8% |
| 30D | +16.0% | +35.3% | -19.3% | +21.2% |
| 3M | +6.1% | +21.3% | -15.2% | +8.9% |
| 6M | -8.2% | +6.7% | -14.9% | -8.8% |
| YTD | -52.3% | -13.6% | -38.8% | -55.0% |
| 1Y | -54.5% | -11.0% | -43.5% | -56.5% |
| All | -58.4% | -69.7% | +11.4% | -71.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling