+3,641.2%
CLS vs QS
-73.0%
+3,714.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +2.0% | +3.6% | +5.2% |
| 7D | +12.8% | +2.2% | +10.6% | +12.3% |
| 30D | +3.8% | -8.1% | +11.9% | +5.6% |
| 3M | -14.6% | -27.0% | +12.4% | -9.7% |
| 6M | +32.2% | -16.4% | +48.7% | +36.3% |
| YTD | +11.6% | -46.4% | +58.0% | +24.0% |
| 1Y | +35.1% | -41.1% | +76.1% | +44.3% |
| 3Y | +1,312.5% | -18.6% | +1,331.2% | +1,136.9% |
| All | +3,641.2% | -73.0% | +3,714.2% | +3,564.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling