+116.9%
COF vs QS
-26.0%
+142.9%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.7% |
| 7D | -6.1% | -5.0% | -1.1% | -5.7% |
| 30D | -5.2% | -18.3% | +13.1% | -3.6% |
| 3M | +17.0% | -26.0% | +43.0% | +19.5% |
| 6M | +12.9% | -24.0% | +37.0% | +14.5% |
| YTD | -13.5% | -50.3% | +36.7% | -9.5% |
| 1Y | -5.9% | -38.0% | +32.1% | -4.1% |
| All | +116.9% | -26.0% | +142.9% | +99.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling