+363.9%
CVS vs QID
-100.0%
+463.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.6% |
| 7D | +4.0% | -0.6% | +4.6% | +3.8% |
| 30D | -2.4% | 0.0% | -2.4% | -2.4% |
| 3M | +2.7% | +3.7% | -1.1% | +4.2% |
| 6M | +21.9% | -29.9% | +51.7% | +12.5% |
| YTD | +24.7% | -28.8% | +53.5% | +15.7% |
| 1Y | +35.4% | -37.2% | +72.6% | +22.1% |
| 3Y | +65.2% | -73.7% | +138.9% | +22.9% |
| 5Y | +30.5% | -80.7% | +111.3% | -3.2% |
| 10Y | +40.4% | -99.1% | +139.5% | -52.8% |
| All | +363.9% | -100.0% | +463.8% | -34.2% |
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