+3,616.8%
CLS vs QSR
+40.6%
+3,576.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.8% | -2.3% |
| 7D | +5.0% | -4.7% | +9.7% | +6.2% |
| 30D | +4.8% | +4.3% | +0.5% | +3.6% |
| 3M | -10.4% | +5.4% | -15.8% | -12.0% |
| 6M | +20.8% | +8.2% | +12.7% | +17.3% |
| YTD | +10.0% | +14.1% | -4.1% | +4.7% |
| 1Y | +28.5% | +28.1% | +0.4% | +16.3% |
| 3Y | +1,292.2% | +25.3% | +1,266.9% | +1,104.0% |
| 5Y | +3,616.8% | +40.4% | +3,576.4% | +2,825.0% |
| All | +3,616.8% | +40.6% | +3,576.2% | +2,825.0% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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