-99.1%
QID vs CGNX
+193.6%
-292.7%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.1% | -5.9% | +0.8% |
| 7D | +1.3% | +3.2% | -1.9% | +3.4% |
| 30D | +2.9% | +6.0% | -3.1% | +7.4% |
| 3M | -0.7% | +3.5% | -4.3% | +4.8% |
| 6M | -29.7% | +26.3% | -56.0% | -13.2% |
| YTD | -27.9% | +79.2% | -107.1% | +13.8% |
| 1Y | -34.6% | +43.8% | -78.4% | -8.9% |
| 3Y | -73.5% | +52.0% | -125.5% | -54.7% |
| 5Y | -81.0% | -24.0% | -57.0% | -75.0% |
| All | -99.1% | +193.6% | -292.7% | -96.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 10y: compounded portfolio wealth divided by compounded CGNX 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…
10y analysis · Full analysis span regression · 6 months rolling