-18.1%
QID vs CAPR
+47.8%
-65.9%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -9.9% | +11.2% | +1.3% |
| 7D | +1.8% | +7.6% | -5.9% | +1.8% |
| 30D | +21.6% | +13.3% | +8.3% | +21.7% |
| 3M | +12.6% | +130.4% | -117.8% | +12.8% |
| 6M | +6.9% | -70.8% | +77.7% | +6.7% |
| YTD | -20.5% | -69.3% | +48.7% | -20.6% |
| 1Y | -18.1% | +59.5% | -77.6% | -18.0% |
| All | -18.1% | +47.8% | -65.9% | -18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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