+315.3%
CF vs QS
-60.6%
+375.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -7.8% | +9.2% | +1.5% |
| 7D | +5.4% | -5.6% | +11.0% | +5.5% |
| 30D | +6.5% | -5.8% | +12.4% | +6.6% |
| 3M | +4.6% | -39.2% | +43.8% | +5.7% |
| 6M | -3.3% | -53.9% | +50.6% | -1.9% |
| YTD | +63.9% | -62.8% | +126.6% | +67.1% |
| 1Y | +50.4% | -73.5% | +123.9% | +54.8% |
| 3Y | +68.2% | -29.1% | +97.3% | +63.2% |
| 5Y | +113.8% | -90.0% | +203.8% | +114.1% |
| All | +315.3% | -60.6% | +375.9% | +319.9% |
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