+123.1%
COP vs QS
-87.4%
+210.4%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.6% | +3.5% | +0.9% |
| 7D | -6.1% | +8.0% | -14.1% | -6.3% |
| 30D | +1.1% | -2.8% | +3.9% | +1.1% |
| 3M | +10.9% | -28.1% | +39.1% | +11.9% |
| 6M | +20.8% | -41.0% | +61.7% | +22.2% |
| YTD | +48.0% | -57.3% | +105.3% | +51.6% |
| 1Y | +58.5% | -72.7% | +131.2% | +65.3% |
| 3Y | +28.1% | -18.6% | +46.8% | +21.3% |
| All | +123.1% | -87.4% | +210.4% | +145.5% |
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