+71.4%
CB vs QSR
+25.8%
+45.7%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.4% | +1.5% |
| 7D | +0.7% | +4.5% | -3.8% | -0.2% |
| 30D | +8.2% | +9.4% | -1.2% | +6.2% |
| 3M | +6.3% | +7.5% | -1.2% | +4.6% |
| 6M | +16.2% | -0.8% | +17.0% | +16.0% |
| YTD | +19.3% | +16.9% | +2.5% | +15.1% |
| 1Y | +29.2% | +16.3% | +12.9% | +24.7% |
| 3Y | +71.4% | +25.3% | +46.2% | +62.0% |
| All | +71.4% | +25.8% | +45.7% | +62.0% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 3y: compounded portfolio wealth divided by compounded QSR 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…
3y analysis · Full analysis span regression · 6 months rolling