+209.7%
COP vs QSR
+211.0%
-1.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.4% | +3.0% | +1.6% |
| 7D | -0.8% | +0.1% | -0.9% | -0.9% |
| 30D | +15.6% | +5.9% | +9.7% | +12.6% |
| 3M | +14.3% | +10.5% | +3.9% | +9.0% |
| 6M | +17.0% | +7.7% | +9.3% | +12.1% |
| YTD | +47.4% | +16.8% | +30.7% | +35.9% |
| 1Y | +52.4% | +30.9% | +21.5% | +32.7% |
| 3Y | +20.8% | +28.2% | -7.4% | +3.2% |
| 5Y | +191.7% | +45.0% | +146.7% | +128.5% |
| 10Y | +325.1% | +127.3% | +197.8% | +153.7% |
| All | +209.7% | +211.0% | -1.3% | +62.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling