+398.3%
CAH vs QS
-75.8%
+474.1%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.7% |
| 7D | -5.1% | -5.0% | -0.1% | -5.1% |
| 30D | -1.8% | -18.3% | +16.5% | -1.7% |
| 3M | +9.4% | -26.0% | +35.4% | +9.4% |
| 6M | +9.2% | -24.0% | +33.3% | +9.2% |
| YTD | +15.7% | -50.3% | +66.0% | +15.9% |
| 1Y | +59.7% | -38.0% | +97.7% | +59.6% |
| 3Y | +178.5% | -24.6% | +203.1% | +174.3% |
| 5Y | +398.3% | -75.4% | +473.7% | +395.6% |
| All | +398.3% | -75.8% | +474.1% | +395.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling