+3,856.4%
CLS vs QS
-47.4%
+3,903.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.7% | -2.4% |
| 7D | +5.0% | -5.0% | +9.9% | +5.5% |
| 30D | +4.8% | -18.3% | +23.1% | +7.1% |
| 3M | -10.4% | -26.0% | +15.6% | -7.6% |
| 6M | +20.8% | -24.0% | +44.9% | +24.3% |
| YTD | +10.0% | -50.3% | +60.3% | +17.6% |
| 1Y | +28.5% | -38.0% | +66.5% | +33.6% |
| 3Y | +1,292.2% | -24.6% | +1,316.8% | +1,237.6% |
| 5Y | +3,616.8% | -75.4% | +3,692.2% | +3,547.8% |
| All | +3,856.4% | -47.4% | +3,903.9% | +4,105.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling