-99.2%
QID vs CPB
-44.2%
-54.9%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.6% |
| 7D | -1.9% | -8.0% | +6.1% | -3.1% |
| 30D | +1.7% | -2.4% | +4.1% | +1.4% |
| 3M | -3.9% | +0.5% | -4.4% | -3.7% |
| 6M | -30.0% | -10.5% | -19.5% | -31.3% |
| YTD | -28.2% | -17.5% | -10.7% | -30.7% |
| 1Y | -35.6% | -31.0% | -4.6% | -40.1% |
| 3Y | -74.3% | -40.6% | -33.7% | -76.5% |
| 5Y | -80.8% | -37.7% | -43.1% | -81.9% |
| 10Y | -99.2% | -43.4% | -55.7% | -99.2% |
| All | -99.2% | -44.2% | -54.9% | -99.2% |
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