+318.0%
COP vs QS
-46.4%
+364.4%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | +0.2% |
| 7D | +2.3% | -3.6% | +6.0% | +2.4% |
| 30D | +8.6% | -17.2% | +25.9% | +9.0% |
| 3M | +19.9% | -27.0% | +46.8% | +20.5% |
| 6M | +19.0% | -24.6% | +43.6% | +19.3% |
| YTD | +50.0% | -49.3% | +99.3% | +51.8% |
| 1Y | +50.5% | -40.3% | +90.9% | +51.2% |
| 3Y | +25.2% | -23.8% | +49.0% | +22.2% |
| 5Y | +194.3% | -75.0% | +269.2% | +188.9% |
| All | +318.0% | -46.4% | +364.4% | +301.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling