+296.9%
CF vs QS
-56.5%
+353.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.1% | -3.4% | +0.6% |
| 7D | -3.2% | +5.4% | -8.6% | -3.3% |
| 30D | +4.3% | -5.3% | +9.6% | +4.4% |
| 3M | +2.8% | -22.6% | +25.4% | +3.3% |
| 6M | +0.6% | -46.2% | +46.8% | +1.7% |
| YTD | +56.6% | -58.9% | +115.6% | +59.4% |
| 1Y | +49.6% | -73.1% | +122.7% | +54.0% |
| 3Y | +61.5% | -27.2% | +88.7% | +56.8% |
| 5Y | +124.0% | -86.2% | +210.2% | +122.7% |
| All | +296.9% | -56.5% | +353.4% | +300.6% |
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