+216.7%
CTVA vs QID
-97.5%
+314.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | -1.2% |
| 7D | -4.5% | +1.3% | -5.8% | -4.2% |
| 30D | +11.3% | +2.9% | +8.4% | +12.1% |
| 3M | +12.3% | -0.7% | +13.0% | +12.4% |
| 6M | +7.2% | -29.7% | +36.9% | -1.7% |
| YTD | +26.0% | -27.9% | +53.9% | +16.7% |
| 1Y | +16.0% | -34.6% | +50.6% | +5.0% |
| 3Y | +73.9% | -73.5% | +147.4% | +28.4% |
| 5Y | +103.8% | -81.0% | +184.8% | +51.4% |
| All | +216.7% | -97.5% | +314.2% | -2.0% |
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