+2,606.7%
CLS vs QSR
+218.5%
+2,388.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.9% |
| 7D | +4.6% | +2.4% | +2.1% | +3.6% |
| 30D | -13.9% | +7.6% | -21.5% | -16.4% |
| 3M | -26.6% | +12.6% | -39.2% | -30.6% |
| 6M | +15.4% | +14.4% | +1.0% | +7.6% |
| YTD | +5.7% | +19.6% | -14.0% | -3.7% |
| 1Y | +41.1% | +33.9% | +7.2% | +21.4% |
| 3Y | +1,228.6% | +27.1% | +1,201.5% | +1,031.2% |
| 5Y | +3,240.6% | +48.5% | +3,192.1% | +2,505.4% |
| 10Y | +2,760.3% | +126.2% | +2,634.1% | +1,668.2% |
| All | +2,606.7% | +218.5% | +2,388.2% | +1,433.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling