+59.3%
CF vs QSR
+25.9%
+33.4%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.8% | +0.9% |
| 7D | -3.2% | +7.3% | -10.5% | -4.4% |
| 30D | +4.3% | +11.9% | -7.6% | +2.2% |
| 3M | +2.8% | +7.5% | -4.7% | +1.3% |
| 6M | +0.6% | +2.5% | -1.8% | -0.1% |
| YTD | +56.6% | +17.0% | +39.7% | +50.5% |
| 1Y | +49.6% | +18.1% | +31.5% | +43.2% |
| All | +59.3% | +25.9% | +33.4% | +55.9% |
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