+220.7%
CF vs QSR
+49.2%
+171.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.1% | -3.1% | -3.2% |
| 7D | +6.0% | +2.4% | +3.6% | +5.4% |
| 30D | +14.8% | +7.6% | +7.2% | +12.7% |
| 3M | +14.1% | +12.6% | +1.4% | +10.4% |
| 6M | +28.5% | +14.4% | +14.2% | +23.4% |
| YTD | +74.9% | +19.6% | +55.3% | +65.7% |
| 1Y | +61.7% | +33.9% | +27.8% | +47.6% |
| 3Y | +80.3% | +27.1% | +53.2% | +65.2% |
| All | +220.7% | +49.2% | +171.5% | +177.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling