+70.1%
CB vs QSR
+28.6%
+41.5%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.4% | +0.9% | -1.0% |
| 7D | -0.6% | +0.1% | -0.7% | -0.6% |
| 30D | -3.9% | +5.9% | -9.8% | -5.0% |
| 3M | +4.9% | +10.5% | -5.6% | +2.8% |
| 6M | +3.3% | +7.7% | -4.4% | +1.5% |
| YTD | +8.5% | +16.8% | -8.3% | +4.8% |
| 1Y | +22.1% | +30.9% | -8.8% | +15.1% |
| 3Y | +70.1% | +28.2% | +41.9% | +60.1% |
| All | +70.1% | +28.6% | +41.5% | +60.1% |
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