-77.2%
QID vs CPB
-33.2%
-44.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.4% |
| 7D | +1.8% | +2.9% | -1.1% | +1.5% |
| 30D | +21.6% | +17.6% | +4.0% | +19.6% |
| 3M | +12.6% | +2.0% | +10.6% | +12.0% |
| 6M | +6.9% | +11.6% | -4.7% | +5.8% |
| YTD | -20.5% | -13.8% | -6.8% | -20.8% |
| 1Y | -18.1% | -21.6% | +3.5% | -18.4% |
| 3Y | -70.7% | -35.8% | -34.9% | -70.2% |
| 5Y | -77.2% | -33.3% | -44.0% | -78.3% |
| All | -77.2% | -33.2% | -44.1% | -78.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling