-100.0%
QID vs CPB
+13.7%
-113.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.1% |
| 7D | -11.8% | -5.8% | -6.0% | -14.0% |
| 30D | +14.2% | +16.5% | -2.2% | +21.6% |
| 3M | +8.8% | -1.1% | +9.9% | +7.8% |
| 6M | +1.5% | +11.5% | -10.0% | +6.1% |
| YTD | -23.8% | -15.7% | -8.0% | -30.4% |
| 1Y | -22.0% | -24.7% | +2.7% | -32.7% |
| 3Y | -71.9% | -37.3% | -34.6% | -77.6% |
| 5Y | -77.6% | -35.0% | -42.5% | -81.2% |
| 10Y | -99.1% | -41.0% | -58.0% | -99.2% |
| All | -100.0% | +13.7% | -113.7% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling