+482.9%
CSGP vs QID
-100.0%
+582.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +12.7% | -14.3% | +3.6% |
| 7D | +13.9% | +20.2% | -6.3% | +23.0% |
| 30D | +16.0% | +35.3% | -19.3% | +31.1% |
| 3M | +6.1% | +21.3% | -15.2% | +14.8% |
| 6M | -8.2% | +6.7% | -14.9% | -6.3% |
| YTD | -52.3% | -13.6% | -38.8% | -55.2% |
| 1Y | -54.5% | -11.0% | -43.5% | -56.5% |
| 3Y | -58.6% | -69.8% | +11.3% | -73.3% |
| 5Y | -61.5% | -74.1% | +12.6% | -72.2% |
| 10Y | +74.7% | -99.0% | +173.6% | -61.5% |
| All | +482.9% | -100.0% | +582.9% | -53.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling