+79.9%
COR vs QS
-22.5%
+102.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.4% | +5.7% | +0.1% |
| 7D | -1.2% | -5.0% | +3.8% | -1.3% |
| 30D | +7.6% | -1.4% | +9.0% | +7.6% |
| 3M | +5.0% | -33.6% | +38.6% | +3.4% |
| 6M | +35.3% | -47.6% | +82.9% | +32.7% |
| YTD | +4.2% | -59.6% | +63.8% | +1.8% |
| 1Y | -3.4% | -73.5% | +70.1% | -6.7% |
| All | +79.9% | -22.5% | +102.4% | +89.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling