-100.0%
QID vs CNI
+701.6%
-801.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.6% | +2.9% | +1.7% |
| 7D | +2.7% | -1.1% | +3.8% | +1.6% |
| 30D | +3.3% | -3.5% | +6.9% | -0.3% |
| 3M | -5.5% | +2.2% | -7.7% | -3.7% |
| 6M | -28.4% | +15.1% | -43.5% | -16.6% |
| YTD | -26.6% | +24.7% | -51.2% | -6.7% |
| 1Y | -34.1% | +33.4% | -67.5% | -9.7% |
| 3Y | -73.7% | +19.5% | -93.2% | -65.2% |
| 5Y | -80.7% | +12.6% | -93.2% | -72.0% |
| 10Y | -99.1% | +134.7% | -233.8% | -96.2% |
| All | -100.0% | +701.6% | -801.6% | -99.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling