+214.5%
CVX vs QID
-99.0%
+313.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.6% | -1.0% | +2.2% |
| 7D | +3.4% | -7.1% | +10.6% | +1.8% |
| 30D | -1.0% | +12.6% | -13.6% | +2.0% |
| 3M | +12.2% | +14.2% | -2.0% | +15.9% |
| 6M | +20.3% | +6.2% | +14.2% | +22.6% |
| YTD | +48.3% | -21.8% | +70.1% | +40.3% |
| 1Y | +46.9% | -23.1% | +70.0% | +38.5% |
| 3Y | +73.1% | -71.3% | +144.4% | +31.2% |
| 5Y | +135.2% | -77.0% | +212.2% | +84.6% |
| All | +214.5% | -99.0% | +313.6% | +23.0% |
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 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