+132.7%
CDE vs QS
-47.4%
+180.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.8% | -2.4% | -3.0% |
| 7D | -6.1% | -5.0% | -1.1% | -5.5% |
| 30D | +9.5% | -18.3% | +27.8% | +12.3% |
| 3M | +32.0% | -26.0% | +58.0% | +36.7% |
| 6M | -12.8% | -24.0% | +11.3% | -9.7% |
| YTD | +14.2% | -50.3% | +64.5% | +23.9% |
| 1Y | +36.3% | -38.0% | +74.3% | +43.5% |
| 3Y | +821.4% | -24.6% | +846.0% | +798.0% |
| 5Y | +194.3% | -75.4% | +269.7% | +196.2% |
| All | +132.7% | -47.4% | +180.1% | +128.7% |
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 · 6 months rolling