+27.2%
CB vs QS
-75.8%
+103.0%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -7.8% | +8.2% | -0.3% |
| 7D | 0.0% | -5.6% | +5.6% | -0.4% |
| 30D | +7.4% | -5.8% | +13.2% | +7.0% |
| 3M | +8.6% | -39.2% | +47.8% | +3.8% |
| 6M | +16.1% | -53.9% | +70.1% | +9.6% |
| YTD | +20.2% | -62.8% | +83.0% | +12.8% |
| 1Y | +27.2% | -73.5% | +100.7% | +20.2% |
| All | +27.2% | -75.8% | +103.0% | +20.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling