+265.8%
COR vs QS
-44.4%
+310.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.6% | -2.4% | -1.9% |
| 7D | +2.8% | -2.3% | +5.1% | +2.8% |
| 30D | +4.5% | -0.7% | +5.3% | +4.5% |
| 3M | +22.7% | -39.6% | +62.3% | +22.6% |
| 6M | -9.7% | -21.7% | +12.0% | -9.8% |
| YTD | -1.4% | -47.4% | +46.0% | -1.4% |
| 1Y | +13.9% | -28.4% | +42.3% | +13.7% |
| 3Y | +94.0% | -22.6% | +116.6% | +92.7% |
| 5Y | +184.0% | -75.6% | +259.6% | +183.5% |
| All | +265.8% | -44.4% | +310.2% | +262.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling