+64.1%
CF vs QS
-18.0%
+82.2%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.6% | +5.2% | +2.6% |
| 7D | +4.8% | +8.0% | -3.3% | +4.8% |
| 30D | +9.7% | -2.8% | +12.5% | +9.7% |
| 3M | +1.2% | -28.1% | +29.4% | +1.1% |
| 6M | +7.4% | -41.0% | +48.3% | +7.3% |
| YTD | +60.5% | -57.3% | +117.8% | +61.3% |
| 1Y | +50.7% | -72.7% | +123.4% | +52.0% |
| All | +64.1% | -18.0% | +82.2% | +58.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling