+193.3%
COP vs QS
-74.8%
+268.1%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -6.6% | +7.7% | +1.3% |
| 7D | -0.5% | -4.2% | +3.7% | -0.4% |
| 30D | +11.7% | -15.7% | +27.4% | +12.3% |
| 3M | +17.7% | -28.7% | +46.4% | +18.7% |
| 6M | +18.3% | -23.2% | +41.5% | +18.6% |
| YTD | +49.1% | -49.9% | +99.0% | +52.1% |
| 1Y | +53.3% | -38.8% | +92.1% | +53.9% |
| 3Y | +22.2% | -24.0% | +46.2% | +16.6% |
| 5Y | +193.3% | -75.6% | +268.9% | +185.2% |
| All | +193.3% | -74.8% | +268.1% | +185.2% |
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