+5.6%
CDE vs QS
-71.4%
+77.0%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +7.5% | +1.2% | +4.7% |
| 7D | +1.1% | +4.5% | -3.4% | -1.1% |
| 30D | -14.5% | -4.1% | -10.4% | -12.8% |
| 3M | -10.1% | -22.1% | +12.1% | +2.2% |
| 6M | -16.9% | -38.4% | +21.5% | +4.3% |
| YTD | -18.1% | -57.5% | +39.3% | +21.5% |
| 1Y | +5.6% | -71.3% | +76.9% | +74.7% |
| All | +5.6% | -71.4% | +77.0% | +74.7% |
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 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 · 6 months rolling