+338.5%
COP vs QSR
+135.2%
+203.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | 0.0% |
| 7D | +2.3% | -4.0% | +6.3% | +4.1% |
| 30D | +8.6% | +2.8% | +5.9% | +7.2% |
| 3M | +19.9% | +5.1% | +14.8% | +16.6% |
| 6M | +19.0% | +8.8% | +10.2% | +13.2% |
| YTD | +50.0% | +14.8% | +35.1% | +38.6% |
| 1Y | +50.5% | +25.7% | +24.8% | +32.6% |
| 3Y | +25.2% | +27.5% | -2.3% | +5.9% |
| 5Y | +194.3% | +41.3% | +153.0% | +129.1% |
| All | +338.5% | +135.2% | +203.3% | +157.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling