+40.0%
CVS vs QID
-99.2%
+139.2%
-56.8%
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% | -1.0% |
| 7D | -2.2% | +1.3% | -3.4% | -1.9% |
| 30D | -0.1% | +2.9% | -3.0% | +0.5% |
| 3M | -5.2% | -0.7% | -4.5% | -5.0% |
| 6M | +26.9% | -29.7% | +56.6% | +19.6% |
| YTD | +22.1% | -27.9% | +49.9% | +15.8% |
| 1Y | +30.8% | -34.6% | +65.4% | +22.1% |
| 3Y | +54.4% | -73.5% | +127.9% | +23.4% |
| 5Y | +33.4% | -81.0% | +114.4% | +6.4% |
| All | +40.0% | -99.2% | +139.2% | -39.2% |
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 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