+5.9%
CI vs QS
-19.4%
+25.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.9% | -1.3% |
| 7D | +1.3% | -2.3% | +3.6% | +1.3% |
| 30D | +4.4% | -0.7% | +5.2% | +4.4% |
| 3M | +0.7% | -39.6% | +40.3% | +0.8% |
| 6M | +0.3% | -21.7% | +22.1% | +0.3% |
| YTD | +3.8% | -47.4% | +51.2% | +3.9% |
| 1Y | -5.5% | -28.4% | +22.9% | -6.3% |
| All | +5.9% | -19.4% | +25.3% | +4.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling