+142.3%
CI vs QSR
+133.7%
+8.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.2% |
| 7D | -1.3% | -4.7% | +3.4% | +0.4% |
| 30D | +3.1% | +4.3% | -1.2% | +1.5% |
| 3M | -4.5% | +5.4% | -10.0% | -6.6% |
| 6M | +8.3% | +8.2% | +0.1% | +4.3% |
| YTD | +3.8% | +14.1% | -10.3% | -2.2% |
| 1Y | -5.0% | +28.1% | -33.1% | -14.8% |
| 3Y | +5.8% | +25.3% | -19.5% | -6.5% |
| 5Y | +50.6% | +40.4% | +10.2% | +25.0% |
| All | +142.3% | +133.7% | +8.5% | +52.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling