-22.0%
QID vs CAI
+12.6%
-34.6%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -3.0% | -1.7% |
| 7D | +9.8% | -6.3% | +16.1% | +8.9% |
| 30D | +18.9% | +9.3% | +9.6% | +20.5% |
| 3M | +9.6% | +106.3% | -96.7% | +21.9% |
| 6M | -7.8% | +77.7% | -85.5% | +1.1% |
| YTD | -23.3% | +23.1% | -46.5% | -19.6% |
| 1Y | -22.0% | +6.5% | -28.6% | -19.9% |
| All | -22.0% | +12.6% | -34.6% | -19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 1y: compounded portfolio wealth divided by compounded CAI 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…
1y analysis · Full analysis span regression · 6 months rolling