-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 | -0.4% | +1.3% | -1.6% | -0.3% |
| 7D | -0.6% | -2.0% | +1.3% | -0.7% |
| 30D | 0.0% | +139.2% | -139.2% | +2.2% |
| 3M | +3.7% | -66.4% | +70.1% | +2.8% |
| 6M | -29.9% | -63.1% | +33.3% | -30.2% |
| YTD | -28.8% | -67.4% | +38.7% | -29.3% |
| 1Y | -37.2% | +58.2% | -95.4% | -32.4% |
| 3Y | -73.7% | +42.2% | -115.9% | -70.7% |
| 5Y | -80.7% | +87.3% | -168.0% | -78.0% |
| 10Y | -99.1% | -75.3% | -23.9% | -98.9% |
| 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