+296.5%
CF vs QS
-53.6%
+350.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.8% | -6.9% | -0.2% |
| 7D | -0.9% | +13.7% | -14.6% | -1.2% |
| 30D | +6.9% | -0.2% | +7.2% | +6.9% |
| 3M | +4.8% | -24.8% | +29.7% | +5.4% |
| 6M | +4.7% | -39.4% | +44.1% | +5.5% |
| YTD | +56.5% | -56.1% | +112.6% | +59.0% |
| 1Y | +48.4% | -72.5% | +120.9% | +52.7% |
| 3Y | +59.1% | -16.3% | +75.4% | +53.9% |
| 5Y | +109.5% | -87.6% | +197.1% | +108.8% |
| All | +296.5% | -53.6% | +350.1% | +299.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling