+87.4%
COR vs QS
-19.7%
+107.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.0% | -3.9% | -1.8% |
| 7D | -1.9% | +2.2% | -4.1% | -1.8% |
| 30D | +1.5% | -8.1% | +9.6% | +1.2% |
| 3M | +18.7% | -27.0% | +45.7% | +17.7% |
| 6M | -9.0% | -16.4% | +7.4% | -9.3% |
| YTD | -3.3% | -46.4% | +43.1% | -4.5% |
| 1Y | +9.8% | -41.1% | +50.9% | +9.2% |
| 3Y | +87.4% | -18.6% | +106.0% | +88.7% |
| All | +87.4% | -19.7% | +107.0% | +88.7% |
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