+83.1%
CL vs QSR
+136.7%
-53.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.2% | +0.1% |
| 7D | -0.8% | -2.2% | +1.4% | -0.4% |
| 30D | +9.5% | +7.8% | +1.7% | +8.0% |
| 3M | +6.8% | +5.5% | +1.3% | +5.6% |
| 6M | +14.3% | -0.2% | +14.5% | +14.2% |
| YTD | +26.3% | +15.4% | +10.9% | +22.6% |
| 1Y | +25.6% | +15.3% | +10.2% | +21.9% |
| 3Y | +38.5% | +23.7% | +14.8% | +31.9% |
| 5Y | +40.7% | +60.4% | -19.7% | +27.6% |
| 10Y | +83.1% | +142.2% | -59.2% | +52.9% |
| All | +83.1% | +136.7% | -53.7% | +52.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling