+173.8%
CAH vs QS
-24.6%
+198.4%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.5% | -0.6% |
| 7D | -5.1% | -3.6% | -1.5% | -5.2% |
| 30D | +0.2% | -17.2% | +17.4% | -0.2% |
| 3M | +6.3% | -27.0% | +33.3% | +5.9% |
| 6M | +9.4% | -24.6% | +34.0% | +9.0% |
| YTD | +15.0% | -49.3% | +64.3% | +14.2% |
| 1Y | +55.4% | -40.3% | +95.8% | +55.1% |
| 3Y | +173.8% | -23.8% | +197.6% | +174.3% |
| All | +173.8% | -24.6% | +198.4% | +174.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling