+47.7%
CI vs QS
-86.5%
+134.2%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.1% | -6.8% | -2.7% |
| 7D | -1.6% | +5.4% | -7.0% | -1.7% |
| 30D | +5.4% | -5.3% | +10.7% | +5.5% |
| 3M | +7.3% | -22.6% | +29.9% | +7.7% |
| 6M | +5.3% | -46.2% | +51.5% | +6.3% |
| YTD | +8.5% | -58.9% | +67.4% | +10.0% |
| 1Y | +17.1% | -73.1% | +90.2% | +19.8% |
| 3Y | +1.4% | -27.2% | +28.6% | -2.3% |
| All | +47.7% | -86.5% | +134.2% | +45.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling