+306.5%
CB vs QSR
+202.3%
+104.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | +2.9% | -2.9% | +5.9% | +3.9% |
| 30D | +7.3% | +4.1% | +3.2% | +5.8% |
| 3M | +9.4% | -0.7% | +10.1% | +9.4% |
| 6M | +19.6% | +0.4% | +19.2% | +19.0% |
| YTD | +21.5% | +13.5% | +8.0% | +15.5% |
| 1Y | +28.0% | +11.0% | +17.0% | +22.5% |
| 3Y | +74.9% | +22.0% | +52.9% | +59.3% |
| 5Y | +108.1% | +57.1% | +51.1% | +71.1% |
| 10Y | +251.8% | +138.3% | +113.5% | +147.1% |
| All | +306.5% | +202.3% | +104.2% | +169.7% |
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