+217.2%
CVX vs QID
-99.1%
+316.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.3% | -2.8% | 0.0% |
| 7D | +0.7% | +2.7% | -2.1% | +1.3% |
| 30D | +9.1% | +3.3% | +5.8% | +10.0% |
| 3M | +13.1% | -5.5% | +18.6% | +11.7% |
| 6M | +16.3% | -28.4% | +44.7% | +7.3% |
| YTD | +43.5% | -26.6% | +70.1% | +33.5% |
| 1Y | +40.2% | -34.1% | +74.3% | +27.2% |
| 3Y | +44.2% | -73.7% | +117.9% | +7.1% |
| 5Y | +170.6% | -80.7% | +251.3% | +101.2% |
| All | +217.2% | -99.1% | +316.4% | +11.4% |
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