-100.0%
QID vs CHD
+1,298.1%
-1,398.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.3% | -1.1% |
| 7D | -2.7% | -2.9% | +0.2% | -4.7% |
| 30D | +1.8% | -6.2% | +8.0% | -2.7% |
| 3M | -2.2% | +1.6% | -3.7% | -1.6% |
| 6M | -32.1% | -3.5% | -28.6% | -34.2% |
| YTD | -28.6% | +16.2% | -44.8% | -20.6% |
| 1Y | -36.3% | +3.4% | -39.7% | -35.4% |
| 3Y | -74.4% | +4.6% | -79.0% | -73.7% |
| 5Y | -80.8% | +21.1% | -101.9% | -76.2% |
| 10Y | -99.1% | +126.5% | -225.7% | -97.7% |
| All | -100.0% | +1,298.1% | -1,398.1% | -99.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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