+47.6%
CVS vs QID
-71.4%
+119.0%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.6% | -3.1% | -0.4% |
| 7D | +6.6% | -7.1% | +13.7% | +6.3% |
| 30D | -0.4% | +12.6% | -13.1% | 0.0% |
| 3M | -5.3% | +14.2% | -19.5% | -4.8% |
| 6M | -7.7% | +6.2% | -13.9% | -7.5% |
| YTD | +16.0% | -21.8% | +37.8% | +14.2% |
| 1Y | +16.2% | -23.1% | +39.4% | +14.3% |
| 3Y | +47.6% | -71.3% | +118.9% | +40.0% |
| All | +47.6% | -71.4% | +119.0% | +40.0% |
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 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