-100.0%
QID vs CAPR
-99.1%
-0.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -9.9% | +11.2% | +1.1% |
| 7D | +1.8% | +7.6% | -5.9% | +2.0% |
| 30D | +21.6% | +13.3% | +8.3% | +22.1% |
| 3M | +12.6% | +130.4% | -117.8% | +15.3% |
| 6M | +6.9% | -70.8% | +77.7% | +5.9% |
| YTD | -20.5% | -69.3% | +48.7% | -21.0% |
| 1Y | -18.1% | +59.5% | -77.6% | -11.7% |
| 3Y | -70.7% | +216.8% | -287.5% | -66.7% |
| 5Y | -77.2% | +152.7% | -229.9% | -73.8% |
| 10Y | -99.0% | -68.2% | -30.8% | -98.8% |
| All | -100.0% | -99.1% | -0.9% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling