+44.6%
COP vs QSR
+33.2%
+11.4%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | +3.0% | +2.4% | +0.6% | +3.0% |
| 30D | +17.5% | +7.6% | +9.9% | +17.8% |
| 3M | +13.4% | +12.6% | +0.7% | +13.8% |
| 6M | +17.7% | +14.4% | +3.4% | +18.0% |
| YTD | +46.6% | +19.6% | +27.0% | +47.1% |
| 1Y | +44.6% | +33.9% | +10.7% | +45.8% |
| All | +44.6% | +33.2% | +11.4% | +45.8% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 1y: compounded portfolio wealth divided by compounded QSR 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…
1y analysis · Full analysis span regression · 6 months rolling