+42.3%
COF vs QS
-75.4%
+117.7%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.7% |
| 7D | -6.1% | -5.0% | -1.1% | -5.5% |
| 30D | -5.2% | -18.3% | +13.1% | -2.8% |
| 3M | +17.0% | -26.0% | +43.0% | +20.6% |
| 6M | +12.9% | -24.0% | +37.0% | +15.1% |
| YTD | -13.5% | -50.3% | +36.7% | -7.3% |
| 1Y | -5.9% | -38.0% | +32.1% | -3.9% |
| 3Y | +117.1% | -24.6% | +141.7% | +92.8% |
| All | +42.3% | -75.4% | +117.7% | +33.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling