+333.0%
COP vs QS
-62.6%
+395.7%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -5.2% | +6.7% | +1.7% |
| 7D | +4.4% | -14.0% | +18.4% | +4.7% |
| 30D | 0.0% | -6.4% | +6.3% | 0.0% |
| 3M | +15.0% | -40.3% | +55.3% | +16.1% |
| 6M | +22.0% | -57.5% | +79.5% | +23.9% |
| YTD | +55.3% | -64.7% | +120.0% | +58.3% |
| 1Y | +64.1% | -72.9% | +137.0% | +68.4% |
| 3Y | +34.1% | -33.5% | +67.5% | +31.1% |
| 5Y | +133.4% | -90.5% | +223.9% | +132.2% |
| All | +333.0% | -62.6% | +395.7% | +318.9% |
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 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