+49.5%
CL vs QS
-62.6%
+112.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -5.2% | +7.0% | +1.7% |
| 7D | +3.2% | -14.0% | +17.2% | +3.0% |
| 30D | +8.0% | -6.4% | +14.4% | +8.0% |
| 3M | +7.9% | -40.3% | +48.1% | +7.2% |
| 6M | +14.7% | -57.5% | +72.2% | +13.7% |
| YTD | +29.2% | -64.7% | +93.8% | +27.9% |
| 1Y | +29.5% | -72.9% | +102.4% | +28.0% |
| 3Y | +40.7% | -33.5% | +74.1% | +40.9% |
| 5Y | +43.9% | -90.5% | +134.4% | +42.2% |
| All | +49.5% | -62.6% | +112.2% | +53.2% |
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