+41.1%
CLS vs QS
-28.5%
+69.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.3% | +0.7% |
| 7D | +4.6% | -2.3% | +6.9% | +5.3% |
| 30D | -13.9% | -0.7% | -13.2% | -13.8% |
| 3M | -26.6% | -39.6% | +13.1% | -16.8% |
| 6M | +15.4% | -21.7% | +37.1% | +22.1% |
| YTD | +5.7% | -47.4% | +53.1% | +19.1% |
| 1Y | +41.1% | -28.4% | +69.5% | +58.6% |
| All | +41.1% | -28.5% | +69.6% | +58.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling