+34.5%
COR vs QS
-50.3%
+84.8%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -7.8% | +7.7% | -0.7% |
| 7D | +2.9% | -5.6% | +8.5% | +2.5% |
| 30D | +5.8% | -5.8% | +11.7% | +5.7% |
| 3M | +11.4% | -39.2% | +50.6% | +4.9% |
| 6M | +34.5% | -53.9% | +88.4% | +23.9% |
| All | +34.5% | -50.3% | +84.8% | +23.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling