+1,249.5%
CLS vs QS
-26.0%
+1,275.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.7% | -2.4% |
| 7D | +5.0% | -5.0% | +9.9% | +6.0% |
| 30D | +4.8% | -18.3% | +23.1% | +9.0% |
| 3M | -10.4% | -26.0% | +15.6% | -5.6% |
| 6M | +20.8% | -24.0% | +44.9% | +26.7% |
| YTD | +10.0% | -50.3% | +60.3% | +22.9% |
| 1Y | +28.5% | -38.0% | +66.5% | +36.9% |
| All | +1,249.5% | -26.0% | +1,275.5% | +1,117.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling