+414.2%
CAH vs QS
-46.4%
+460.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.5% | -0.6% |
| 7D | -5.1% | -3.6% | -1.5% | -5.1% |
| 30D | +0.2% | -17.2% | +17.4% | +0.3% |
| 3M | +6.3% | -27.0% | +33.3% | +6.5% |
| 6M | +9.4% | -24.6% | +34.0% | +9.5% |
| YTD | +15.0% | -49.3% | +64.3% | +15.4% |
| 1Y | +55.4% | -40.3% | +95.8% | +55.5% |
| 3Y | +173.8% | -23.8% | +197.6% | +170.4% |
| 5Y | +395.2% | -75.0% | +470.1% | +392.3% |
| All | +414.2% | -46.4% | +460.6% | +412.9% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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