+268.4%
CB vs QSR
+218.5%
+49.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.8% | -1.9% |
| 7D | +0.5% | +2.4% | -1.9% | -0.3% |
| 30D | -3.1% | +7.6% | -10.7% | -5.5% |
| 3M | +9.0% | +12.6% | -3.7% | +4.5% |
| 6M | +2.9% | +14.4% | -11.5% | -2.1% |
| YTD | +10.1% | +19.6% | -9.5% | +3.1% |
| 1Y | +22.8% | +33.9% | -11.1% | +10.4% |
| 3Y | +73.8% | +27.1% | +46.7% | +56.2% |
| 5Y | +99.2% | +48.5% | +50.6% | +67.2% |
| 10Y | +218.2% | +126.2% | +92.0% | +125.3% |
| All | +268.4% | +218.5% | +49.9% | +140.7% |
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