+255.5%
COR vs QS
-46.4%
+301.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | +0.2% |
| 7D | -2.8% | -3.6% | +0.8% | -2.8% |
| 30D | +2.6% | -17.2% | +19.8% | +2.5% |
| 3M | +14.5% | -27.0% | +41.4% | +14.4% |
| 6M | -7.8% | -24.6% | +16.8% | -7.9% |
| YTD | -4.2% | -49.3% | +45.1% | -4.2% |
| 1Y | +7.0% | -40.3% | +47.3% | +6.8% |
| 3Y | +85.5% | -23.8% | +109.3% | +84.2% |
| 5Y | +181.2% | -75.0% | +256.2% | +180.4% |
| All | +255.5% | -46.4% | +301.9% | +252.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling