+2,990.4%
CLS vs QS
-60.6%
+3,051.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -7.8% | +12.4% | +5.5% |
| 7D | +23.5% | -5.6% | +29.1% | +24.2% |
| 30D | -28.9% | -5.8% | -23.1% | -28.5% |
| 3M | -25.2% | -39.2% | +14.0% | -21.0% |
| 6M | -32.1% | -53.9% | +21.8% | -26.4% |
| YTD | -14.1% | -62.8% | +48.7% | -5.2% |
| 1Y | -24.1% | -73.5% | +49.4% | -13.5% |
| 3Y | +897.0% | -29.1% | +926.0% | +872.6% |
| 5Y | +2,089.9% | -90.0% | +2,179.9% | +2,120.1% |
| All | +2,990.4% | -60.6% | +3,051.0% | +3,288.3% |
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 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