+46.9%
CL vs QS
-53.6%
+100.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +6.8% | -5.3% | +1.5% |
| 7D | +0.5% | +13.7% | -13.2% | +0.7% |
| 30D | +11.6% | -0.2% | +11.8% | +11.6% |
| 3M | +5.6% | -24.8% | +30.4% | +5.3% |
| 6M | +13.2% | -39.4% | +52.5% | +12.6% |
| YTD | +26.9% | -56.1% | +83.1% | +26.0% |
| 1Y | +27.3% | -72.5% | +99.8% | +25.9% |
| 3Y | +39.7% | -16.3% | +56.0% | +40.3% |
| 5Y | +41.3% | -87.6% | +128.9% | +40.1% |
| All | +46.9% | -53.6% | +100.5% | +51.0% |
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