-80.8%
QID vs CAPR
+87.6%
-168.3%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.6% | +3.9% | +0.2% |
| 7D | -2.7% | -9.5% | +6.7% | -2.9% |
| 30D | +1.8% | +121.5% | -119.7% | +3.7% |
| 3M | -2.2% | -65.4% | +63.2% | -3.0% |
| 6M | -32.1% | -67.5% | +35.4% | -32.7% |
| YTD | -28.6% | -68.6% | +40.0% | -29.1% |
| 1Y | -36.3% | +42.7% | -79.0% | -31.8% |
| 3Y | -74.4% | +43.4% | -117.8% | -68.6% |
| 5Y | -80.8% | +86.0% | -166.8% | -71.3% |
| All | -80.8% | +87.6% | -168.3% | -71.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling