+308.6%
COP vs QS
-44.4%
+353.0%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.6% | -1.1% |
| 7D | +3.0% | -2.3% | +5.3% | +3.1% |
| 30D | +17.5% | -0.7% | +18.2% | +17.5% |
| 3M | +13.4% | -39.6% | +53.0% | +14.5% |
| 6M | +17.7% | -21.7% | +39.4% | +17.9% |
| YTD | +46.6% | -47.4% | +94.0% | +48.3% |
| 1Y | +44.6% | -28.4% | +73.0% | +44.4% |
| 3Y | +20.7% | -22.6% | +43.3% | +17.8% |
| 5Y | +185.0% | -75.6% | +260.6% | +179.8% |
| All | +308.6% | -44.4% | +353.0% | +292.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling