+189.0%
CDE vs QS
-74.9%
+263.9%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.9% | -0.8% | +0.8% |
| 7D | -3.1% | -3.6% | +0.5% | -2.4% |
| 30D | +9.5% | -17.2% | +26.7% | +14.0% |
| 3M | +25.5% | -27.0% | +52.5% | +33.5% |
| 6M | -7.9% | -24.6% | +16.7% | -2.4% |
| YTD | +15.6% | -49.3% | +64.9% | +32.3% |
| 1Y | +34.0% | -40.3% | +74.4% | +46.0% |
| 3Y | +791.9% | -23.8% | +815.7% | +716.7% |
| All | +189.0% | -74.9% | +263.9% | +213.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling