+226.6%
CF vs QSR
+211.4%
+15.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.8% | +1.2% |
| 7D | -3.2% | +7.3% | -10.5% | -6.3% |
| 30D | +4.3% | +11.9% | -7.6% | -0.9% |
| 3M | +2.8% | +7.5% | -4.7% | -1.0% |
| 6M | +0.6% | +2.5% | -1.8% | -1.6% |
| YTD | +56.6% | +17.0% | +39.7% | +43.5% |
| 1Y | +49.6% | +18.1% | +31.5% | +36.2% |
| 3Y | +61.5% | +28.6% | +32.9% | +37.9% |
| 5Y | +124.0% | +55.8% | +68.2% | +69.9% |
| 10Y | +573.2% | +140.5% | +432.7% | +301.4% |
| All | +226.6% | +211.4% | +15.2% | +79.2% |
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