+3,699.9%
CLS vs QS
-44.4%
+3,744.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.3% | +0.7% |
| 7D | +4.6% | -2.3% | +6.9% | +4.8% |
| 30D | -13.9% | -0.7% | -13.2% | -13.9% |
| 3M | -26.6% | -39.6% | +13.1% | -22.6% |
| 6M | +15.4% | -21.7% | +37.1% | +18.3% |
| YTD | +5.7% | -47.4% | +53.1% | +12.3% |
| 1Y | +41.1% | -28.4% | +69.5% | +44.3% |
| 3Y | +1,228.6% | -22.6% | +1,251.2% | +1,171.5% |
| 5Y | +3,240.6% | -75.6% | +3,316.2% | +3,159.2% |
| All | +3,699.9% | -44.4% | +3,744.2% | +3,915.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling