+220.7%
CF vs QS
-75.2%
+296.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.6% | -3.8% | -3.3% |
| 7D | +6.0% | -2.3% | +8.3% | +6.1% |
| 30D | +14.8% | -0.7% | +15.6% | +14.8% |
| 3M | +14.1% | -39.6% | +53.7% | +15.8% |
| 6M | +28.5% | -21.7% | +50.2% | +28.8% |
| YTD | +74.9% | -47.4% | +122.4% | +78.2% |
| 1Y | +61.7% | -28.4% | +90.1% | +60.8% |
| 3Y | +80.3% | -22.6% | +102.9% | +71.5% |
| All | +220.7% | -75.2% | +296.0% | +218.9% |
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 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