+34.0%
CDE vs QS
-36.7%
+70.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.9% | -0.8% | +0.4% |
| 7D | -3.1% | -3.6% | +0.5% | -1.9% |
| 30D | +9.5% | -17.2% | +26.7% | +17.7% |
| 3M | +25.5% | -27.0% | +52.5% | +39.4% |
| 6M | -7.9% | -24.6% | +16.7% | +1.4% |
| YTD | +15.6% | -49.3% | +64.9% | +41.4% |
| 1Y | +34.0% | -40.3% | +74.4% | +62.8% |
| All | +34.0% | -36.7% | +70.7% | +62.8% |
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