-70.5%
CBRS vs QS
-47.9%
-22.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +7.5% | -13.6% | -10.3% |
| 7D | -18.4% | +4.5% | -22.9% | -20.6% |
| 30D | -49.4% | -4.1% | -45.3% | -48.2% |
| 3M | -59.6% | -22.1% | -37.4% | -53.1% |
| All | -70.5% | -47.9% | -22.5% | -60.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 1y: compounded portfolio wealth divided by compounded QS 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…
1y analysis · Full analysis span regression · Available span rolling