-35.8%
CBRS vs QS
-34.3%
-1.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +2.0% | -6.9% | -6.1% |
| 7D | +15.7% | +2.2% | +13.5% | +14.2% |
| 30D | -11.9% | -8.1% | -3.8% | -7.0% |
| 3M | -16.0% | -27.0% | +11.0% | -3.4% |
| All | -35.8% | -34.3% | -1.5% | -24.7% |
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 all: 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…
all analysis · Full analysis span regression · Available span rolling