+32.4%
CL vs QS
-44.4%
+76.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.0% | -1.5% |
| 7D | -2.2% | -2.3% | +0.1% | -2.2% |
| 30D | -4.8% | -0.7% | -4.1% | -4.8% |
| 3M | +4.9% | -39.6% | +44.6% | +4.4% |
| 6M | -5.7% | -21.7% | +16.0% | -5.9% |
| YTD | +14.4% | -47.4% | +61.8% | +13.8% |
| 1Y | +8.7% | -28.4% | +37.1% | +8.6% |
| 3Y | +30.0% | -22.6% | +52.6% | +30.5% |
| 5Y | +28.4% | -75.6% | +104.0% | +28.2% |
| All | +32.4% | -44.4% | +76.8% | +36.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling