+574.3%
CF vs QSR
+122.5%
+451.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.4% | +3.1% | +1.8% |
| 7D | -0.9% | +0.1% | -1.0% | -1.0% |
| 30D | +18.1% | +5.9% | +12.2% | +14.9% |
| 3M | +23.4% | +10.5% | +12.9% | +17.2% |
| 6M | +17.1% | +7.7% | +9.4% | +11.9% |
| YTD | +76.2% | +16.8% | +59.4% | +61.7% |
| 1Y | +62.3% | +30.9% | +31.4% | +40.1% |
| 3Y | +71.8% | +28.2% | +43.6% | +45.9% |
| 5Y | +234.6% | +45.0% | +189.6% | +159.5% |
| 10Y | +574.3% | +127.3% | +447.0% | +313.0% |
| All | +574.3% | +122.5% | +451.8% | +313.0% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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