+192.2%
CB vs QS
-43.2%
+235.5%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.0% | -3.5% | -1.5% |
| 7D | -0.6% | +2.2% | -2.8% | -0.6% |
| 30D | -3.9% | -8.1% | +4.2% | -3.9% |
| 3M | +4.9% | -27.0% | +31.9% | +5.0% |
| 6M | +3.3% | -16.4% | +19.7% | +3.2% |
| YTD | +8.5% | -46.4% | +54.9% | +8.8% |
| 1Y | +22.1% | -41.1% | +63.2% | +22.0% |
| 3Y | +70.1% | -18.6% | +88.8% | +68.4% |
| 5Y | +97.4% | -73.0% | +170.4% | +95.9% |
| All | +192.2% | -43.2% | +235.5% | +193.5% |
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