-41.3%
CORZ vs QS
-71.4%
+30.1%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | +7.5% | -17.9% | -14.7% |
| 7D | -14.9% | +4.5% | -19.4% | -17.4% |
| 30D | -23.1% | -4.1% | -19.0% | -21.7% |
| 3M | -44.1% | -22.1% | -21.9% | -36.1% |
| 6M | -39.5% | -38.4% | -1.1% | -23.7% |
| YTD | -12.4% | -57.5% | +45.1% | +35.7% |
| 1Y | -41.3% | -71.3% | +30.0% | +10.3% |
| All | -41.3% | -71.4% | +30.1% | +10.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling