-99.1%
QID vs CPB
-38.9%
-60.2%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.2% | -0.6% | +3.0% |
| 7D | -7.1% | -1.6% | -5.6% | -7.3% |
| 30D | +12.6% | +19.2% | -6.6% | +15.1% |
| 3M | +14.2% | -0.9% | +15.2% | +13.7% |
| 6M | +6.2% | +15.2% | -9.0% | +8.3% |
| YTD | -21.8% | -13.1% | -8.7% | -24.1% |
| 1Y | -23.1% | -22.4% | -0.7% | -27.1% |
| 3Y | -71.3% | -35.3% | -36.0% | -73.4% |
| 5Y | -77.0% | -33.0% | -44.0% | -78.1% |
| All | -99.1% | -38.9% | -60.2% | -99.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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