+425.9%
CORZ vs QS
-27.3%
+453.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -6.6% | +3.2% | -1.4% |
| 7D | +7.6% | -4.2% | +11.8% | +9.0% |
| 30D | -6.9% | -15.7% | +8.7% | -1.9% |
| 3M | -33.0% | -28.7% | -4.3% | -26.5% |
| 6M | +19.3% | -23.2% | +42.6% | +28.1% |
| YTD | +24.2% | -49.9% | +74.1% | +49.1% |
| 1Y | +24.5% | -38.8% | +63.3% | +38.1% |
| All | +425.9% | -27.3% | +453.2% | +414.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling