+224.3%
CTVA vs QID
-97.5%
+321.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.3% | -2.5% | -2.2% |
| 7D | -2.1% | -2.7% | +0.7% | -2.8% |
| 30D | +12.0% | +1.8% | +10.3% | +12.5% |
| 3M | +13.5% | -2.2% | +15.6% | +13.3% |
| 6M | +12.1% | -32.1% | +44.2% | +1.9% |
| YTD | +29.0% | -28.6% | +57.6% | +19.2% |
| 1Y | +18.9% | -36.3% | +55.2% | +6.8% |
| 3Y | +78.9% | -74.4% | +153.3% | +30.8% |
| 5Y | +105.2% | -80.8% | +186.0% | +53.5% |
| All | +224.3% | -97.5% | +321.7% | +0.1% |
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