+28.1%
CL vs QSR
+46.1%
-18.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.0% | +0.1% |
| 7D | -1.4% | +0.1% | -1.4% | -1.4% |
| 30D | -5.2% | +5.9% | -11.1% | -6.6% |
| 3M | +3.3% | +10.5% | -7.2% | +0.9% |
| 6M | -4.4% | +7.7% | -12.1% | -6.4% |
| YTD | +13.9% | +16.8% | -2.9% | +9.3% |
| 1Y | +7.6% | +30.9% | -23.2% | +0.3% |
| 3Y | +29.6% | +28.2% | +1.4% | +20.1% |
| 5Y | +28.1% | +45.0% | -16.9% | +12.9% |
| All | +28.1% | +46.1% | -18.0% | +12.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling