+68.7%
CL vs QSR
+218.5%
-149.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.4% |
| 7D | -2.2% | +2.4% | -4.6% | -2.6% |
| 30D | -4.8% | +7.6% | -12.5% | -6.2% |
| 3M | +4.9% | +12.6% | -7.7% | +2.5% |
| 6M | -5.7% | +14.4% | -20.1% | -8.3% |
| YTD | +14.4% | +19.6% | -5.2% | +10.2% |
| 1Y | +8.7% | +33.9% | -25.1% | +2.4% |
| 3Y | +30.0% | +27.1% | +2.9% | +22.8% |
| 5Y | +28.4% | +48.5% | -20.2% | +17.0% |
| 10Y | +50.1% | +126.2% | -76.1% | +23.0% |
| All | +68.7% | +218.5% | -149.8% | +28.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling