+69.7%
CI vs QS
-47.0%
+116.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -6.6% | +7.5% | +0.9% |
| 7D | -1.1% | -4.2% | +3.1% | -1.1% |
| 30D | +0.5% | -15.7% | +16.1% | +0.7% |
| 3M | -5.2% | -28.7% | +23.5% | -4.9% |
| 6M | +4.3% | -23.2% | +27.6% | +4.5% |
| YTD | +2.8% | -49.9% | +52.7% | +3.4% |
| 1Y | -5.8% | -38.8% | +33.0% | -5.9% |
| 3Y | +4.7% | -24.0% | +28.8% | +3.1% |
| 5Y | +42.7% | -75.6% | +118.3% | +40.9% |
| All | +69.7% | -47.0% | +116.7% | +69.2% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 10y: compounded portfolio wealth divided by compounded QS 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…
10y analysis · Full analysis span regression · 6 months rolling