+462.2%
CSGP vs QID
-100.0%
+562.2%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.1% | -2.6% |
| 7D | -4.1% | -0.6% | -3.4% | -4.3% |
| 30D | +2.3% | 0.0% | +2.3% | +2.4% |
| 3M | -8.2% | +3.7% | -11.9% | -6.8% |
| 6M | -35.1% | -29.9% | -5.2% | -44.2% |
| YTD | -54.0% | -28.8% | -25.3% | -60.0% |
| 1Y | -65.3% | -37.2% | -28.1% | -71.3% |
| 3Y | -62.6% | -73.7% | +11.2% | -76.9% |
| 5Y | -64.8% | -80.7% | +15.9% | -77.5% |
| 10Y | +45.1% | -99.1% | +144.2% | -69.6% |
| All | +462.2% | -100.0% | +562.2% | -58.3% |
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 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