+286.2%
COR vs QS
-60.6%
+346.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -7.8% | +7.7% | -0.2% |
| 7D | +2.9% | -5.6% | +8.5% | +2.8% |
| 30D | +5.8% | -5.8% | +11.7% | +5.8% |
| 3M | +11.4% | -39.2% | +50.6% | +11.2% |
| 6M | +34.5% | -53.9% | +88.4% | +34.2% |
| YTD | +4.1% | -62.8% | +66.8% | +3.9% |
| 1Y | -3.1% | -73.5% | +70.4% | -3.2% |
| 3Y | +80.9% | -29.1% | +109.9% | +79.0% |
| 5Y | +195.1% | -90.0% | +285.1% | +196.3% |
| All | +286.2% | -60.6% | +346.8% | +282.4% |
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