-32.1%
CLS vs QS
-50.3%
+18.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -7.8% | +12.4% | +7.7% |
| 7D | +23.5% | -5.6% | +29.1% | +25.5% |
| 30D | -28.9% | -5.8% | -23.1% | -27.7% |
| 3M | -25.2% | -39.2% | +14.0% | -8.7% |
| 6M | -32.1% | -53.9% | +21.8% | -8.6% |
| All | -32.1% | -50.3% | +18.2% | -8.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling