+75.1%
CTVA vs QID
-73.3%
+148.4%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.3% | -2.6% | 0.0% |
| 7D | -4.7% | +2.7% | -7.4% | -4.3% |
| 30D | +11.1% | +3.3% | +7.8% | +11.6% |
| 3M | +13.7% | -5.5% | +19.2% | +12.9% |
| 6M | +11.2% | -28.4% | +39.6% | +5.5% |
| YTD | +26.9% | -26.6% | +53.5% | +21.1% |
| 1Y | +18.8% | -34.1% | +52.9% | +11.3% |
| All | +75.1% | -73.3% | +148.4% | +42.5% |
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