+20.8%
COP vs QS
-19.7%
+40.5%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.0% | -1.4% | +0.6% |
| 7D | -0.8% | +2.2% | -3.0% | -0.9% |
| 30D | +15.6% | -8.1% | +23.6% | +15.7% |
| 3M | +14.3% | -27.0% | +41.4% | +14.9% |
| 6M | +17.0% | -16.4% | +33.4% | +16.8% |
| YTD | +47.4% | -46.4% | +93.8% | +49.3% |
| 1Y | +52.4% | -41.1% | +93.5% | +53.2% |
| 3Y | +20.8% | -18.6% | +39.5% | +12.6% |
| All | +20.8% | -19.7% | +40.5% | +12.6% |
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