+227.1%
CB vs QS
-62.6%
+289.8%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.2% | +6.2% | +1.1% |
| 7D | +2.9% | -14.0% | +17.0% | +3.0% |
| 30D | +7.3% | -6.4% | +13.7% | +7.3% |
| 3M | +9.4% | -40.3% | +49.7% | +9.5% |
| 6M | +19.6% | -57.5% | +77.1% | +19.9% |
| YTD | +21.5% | -64.7% | +86.2% | +21.8% |
| 1Y | +28.0% | -72.9% | +100.9% | +28.6% |
| 3Y | +74.9% | -33.5% | +108.3% | +72.8% |
| 5Y | +108.1% | -90.5% | +198.7% | +106.7% |
| All | +227.1% | -62.6% | +289.8% | +228.8% |
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