+3.5%
CI vs QSR
+25.9%
-22.4%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.5% | +1.1% |
| 7D | -1.1% | -2.4% | +1.3% | -0.7% |
| 30D | +0.5% | +5.7% | -5.2% | -0.4% |
| 3M | -5.2% | +6.9% | -12.1% | -6.2% |
| 6M | +4.3% | +6.9% | -2.5% | +2.8% |
| YTD | +2.8% | +14.9% | -12.1% | 0.0% |
| 1Y | -5.8% | +29.1% | -34.9% | -10.3% |
| All | +3.5% | +25.9% | -22.4% | -2.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling