+196.5%
CB vs QS
-44.4%
+240.9%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.6% | -2.5% | -1.9% |
| 7D | +0.5% | -2.3% | +2.8% | +0.5% |
| 30D | -3.1% | -0.7% | -2.4% | -3.1% |
| 3M | +9.0% | -39.6% | +48.6% | +9.1% |
| 6M | +2.9% | -21.7% | +24.6% | +2.8% |
| YTD | +10.1% | -47.4% | +57.5% | +10.4% |
| 1Y | +22.8% | -28.4% | +51.2% | +22.5% |
| 3Y | +73.8% | -22.6% | +96.4% | +72.1% |
| 5Y | +99.2% | -75.6% | +174.8% | +97.7% |
| All | +196.5% | -44.4% | +240.9% | +197.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling