+24.5%
COP vs QSR
+25.9%
-1.4%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +1.3% |
| 7D | -0.5% | -2.4% | +1.9% | -0.2% |
| 30D | +11.7% | +5.7% | +6.0% | +11.0% |
| 3M | +17.7% | +6.9% | +10.7% | +16.6% |
| 6M | +18.3% | +6.9% | +11.4% | +16.9% |
| YTD | +49.1% | +14.9% | +34.2% | +45.5% |
| 1Y | +53.3% | +29.1% | +24.2% | +46.1% |
| All | +24.5% | +25.9% | -1.4% | +17.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling