+299.3%
CB vs QSR
+211.2%
+88.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.4% | +1.5% |
| 7D | +0.7% | +4.5% | -3.8% | -0.8% |
| 30D | +8.2% | +9.4% | -1.2% | +5.0% |
| 3M | +6.3% | +7.5% | -1.2% | +3.6% |
| 6M | +16.2% | -0.8% | +17.0% | +16.1% |
| YTD | +19.3% | +16.9% | +2.5% | +12.4% |
| 1Y | +29.2% | +16.3% | +12.9% | +21.8% |
| 3Y | +71.4% | +25.3% | +46.2% | +54.8% |
| 5Y | +104.2% | +60.4% | +43.9% | +66.8% |
| 10Y | +246.7% | +139.2% | +107.4% | +142.6% |
| All | +299.3% | +211.2% | +88.1% | +162.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling