+249.8%
COF vs QS
-47.0%
+296.8%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -6.6% | +5.2% | -0.9% |
| 7D | -2.7% | -4.2% | +1.6% | -2.3% |
| 30D | -3.4% | -15.7% | +12.3% | -2.1% |
| 3M | +15.4% | -28.7% | +44.1% | +18.1% |
| 6M | +14.4% | -23.2% | +37.7% | +15.8% |
| YTD | -12.0% | -49.9% | +37.9% | -8.0% |
| 1Y | -3.7% | -38.8% | +35.1% | -2.1% |
| 3Y | +121.1% | -24.0% | +145.1% | +108.8% |
| 5Y | +47.8% | -75.6% | +123.4% | +43.6% |
| All | +249.8% | -47.0% | +296.8% | +220.9% |
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