+331.5%
CVS vs QID
-100.0%
+431.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.6% | -3.1% | +0.1% |
| 7D | +6.6% | -7.1% | +13.7% | +4.8% |
| 30D | -0.4% | +12.6% | -13.1% | +2.8% |
| 3M | -5.3% | +14.2% | -19.5% | -1.8% |
| 6M | -7.7% | +6.2% | -13.9% | -5.6% |
| YTD | +16.0% | -21.8% | +37.8% | +10.4% |
| 1Y | +16.2% | -23.1% | +39.4% | +10.3% |
| 3Y | +47.6% | -71.3% | +118.9% | +12.1% |
| 5Y | +12.3% | -77.0% | +89.3% | -12.5% |
| 10Y | +62.4% | -99.0% | +161.4% | -44.2% |
| All | +331.5% | -100.0% | +431.5% | -37.2% |
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 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