+264.8%
CF vs QSR
+218.5%
+46.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.1% | -3.1% | -3.2% |
| 7D | +6.0% | +2.4% | +3.6% | +4.9% |
| 30D | +14.8% | +7.6% | +7.2% | +11.1% |
| 3M | +14.1% | +12.6% | +1.4% | +7.8% |
| 6M | +28.5% | +14.4% | +14.2% | +19.9% |
| YTD | +74.9% | +19.6% | +55.3% | +59.6% |
| 1Y | +61.7% | +33.9% | +27.8% | +39.3% |
| 3Y | +80.3% | +27.1% | +53.2% | +55.5% |
| 5Y | +226.0% | +48.5% | +177.4% | +154.8% |
| 10Y | +569.9% | +126.2% | +443.7% | +308.6% |
| All | +264.8% | +218.5% | +46.2% | +99.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling