+31.9%
CL vs QS
-43.2%
+75.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.0% | -2.4% | -0.4% |
| 7D | -1.4% | +2.2% | -3.6% | -1.3% |
| 30D | -5.2% | -8.1% | +2.8% | -5.3% |
| 3M | +3.3% | -27.0% | +30.3% | +3.0% |
| 6M | -4.4% | -16.4% | +12.1% | -4.5% |
| YTD | +13.9% | -46.4% | +60.3% | +13.3% |
| 1Y | +7.6% | -41.1% | +48.7% | +7.3% |
| 3Y | +29.6% | -18.6% | +48.2% | +30.2% |
| 5Y | +28.1% | -73.0% | +101.1% | +28.1% |
| All | +31.9% | -43.2% | +75.1% | +35.8% |
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