+76.7%
CF vs QSR
+32.7%
+43.9%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.1% | -3.1% | -3.2% |
| 7D | +6.0% | +2.4% | +3.6% | +5.5% |
| 30D | +14.8% | +7.6% | +7.2% | +13.2% |
| 3M | +14.1% | +12.6% | +1.4% | +11.1% |
| 6M | +28.5% | +14.4% | +14.2% | +24.4% |
| YTD | +74.9% | +19.6% | +55.3% | +67.3% |
| 1Y | +61.7% | +33.9% | +27.8% | +49.7% |
| All | +76.7% | +32.7% | +43.9% | +65.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling