+2,823.8%
CLS vs QS
-62.6%
+2,886.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -5.2% | -0.2% | -4.8% |
| 7D | +16.3% | -14.0% | +30.3% | +18.2% |
| 30D | -25.7% | -6.4% | -19.3% | -25.2% |
| 3M | -30.9% | -40.3% | +9.4% | -26.9% |
| 6M | -35.5% | -57.5% | +22.0% | -29.4% |
| YTD | -18.7% | -64.7% | +46.0% | -9.8% |
| 1Y | -17.9% | -72.9% | +55.0% | -6.6% |
| 3Y | +838.1% | -33.5% | +871.5% | +821.6% |
| 5Y | +1,971.9% | -90.5% | +2,062.4% | +2,013.5% |
| All | +2,823.8% | -62.6% | +2,886.5% | +3,125.7% |
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