+7.0%
COR vs QS
-36.7%
+43.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | +0.3% |
| 7D | -2.8% | -3.6% | +0.8% | -3.1% |
| 30D | +2.6% | -17.2% | +19.8% | +1.2% |
| 3M | +14.5% | -27.0% | +41.4% | +12.7% |
| 6M | -7.8% | -24.6% | +16.8% | -9.1% |
| YTD | -4.2% | -49.3% | +45.1% | -6.2% |
| 1Y | +7.0% | -40.3% | +47.3% | +8.0% |
| All | +7.0% | -36.7% | +43.7% | +8.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling