+99.4%
CB vs QSR
+43.4%
+56.0%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.7% |
| 7D | -0.5% | -2.4% | +1.8% | +0.1% |
| 30D | -3.1% | +5.7% | -8.8% | -4.6% |
| 3M | +4.2% | +6.9% | -2.8% | +2.1% |
| 6M | +4.7% | +6.9% | -2.2% | +2.4% |
| YTD | +8.8% | +14.9% | -6.1% | +4.2% |
| 1Y | +22.6% | +29.1% | -6.5% | +13.3% |
| 3Y | +70.6% | +26.1% | +44.5% | +55.1% |
| 5Y | +99.4% | +42.3% | +57.1% | +67.1% |
| All | +99.4% | +43.4% | +56.0% | +67.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling