+599.9%
CVX vs QID
-100.0%
+699.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.4% |
| 7D | +3.3% | -0.6% | +4.0% | +3.1% |
| 30D | +12.9% | 0.0% | +12.9% | +12.9% |
| 3M | +11.7% | +3.7% | +8.0% | +13.4% |
| 6M | +14.1% | -29.9% | +44.0% | +1.4% |
| YTD | +40.7% | -28.8% | +69.5% | +25.9% |
| 1Y | +37.5% | -37.2% | +74.7% | +18.2% |
| 3Y | +43.9% | -73.7% | +117.7% | -3.8% |
| 5Y | +161.5% | -80.7% | +242.2% | +72.6% |
| 10Y | +215.1% | -99.1% | +314.2% | -26.9% |
| All | +599.9% | -100.0% | +699.9% | -45.3% |
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