-81.0%
QID vs CNI
+12.6%
-93.7%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.7% | -0.9% |
| 7D | +1.3% | -0.4% | +1.6% | +0.9% |
| 30D | +2.9% | -2.7% | +5.6% | +0.5% |
| 3M | -0.7% | +3.9% | -4.6% | +2.9% |
| 6M | -29.7% | +16.4% | -46.0% | -17.7% |
| YTD | -27.9% | +25.8% | -53.7% | -8.2% |
| 1Y | -34.6% | +32.4% | -67.0% | -11.6% |
| 3Y | -73.5% | +19.1% | -92.6% | -64.8% |
| All | -81.0% | +12.6% | -93.7% | -71.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling