-73.5%
QID vs CNI
+19.7%
-93.3%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.7% | -1.2% |
| 7D | +1.3% | -0.4% | +1.6% | +1.1% |
| 30D | +2.9% | -2.7% | +5.6% | +1.4% |
| 3M | -0.7% | +3.9% | -4.6% | +1.9% |
| 6M | -29.7% | +16.4% | -46.0% | -21.1% |
| YTD | -27.9% | +25.8% | -53.7% | -14.0% |
| 1Y | -34.6% | +32.4% | -67.0% | -18.4% |
| 3Y | -73.5% | +19.1% | -92.6% | -66.4% |
| All | -73.5% | +19.7% | -93.3% | -66.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 3y: compounded portfolio wealth divided by compounded CNI 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…
3y analysis · Full analysis span regression · 6 months rolling