+444.5%
CORZ vs QS
-22.1%
+466.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.0% | +2.7% | +4.1% |
| 7D | +16.6% | +2.2% | +14.4% | +15.8% |
| 30D | -10.9% | -8.1% | -2.8% | -8.5% |
| 3M | -31.0% | -27.0% | -4.0% | -24.8% |
| 6M | +26.0% | -16.4% | +42.5% | +32.0% |
| YTD | +28.6% | -46.4% | +75.0% | +51.2% |
| 1Y | +34.5% | -41.1% | +75.6% | +49.7% |
| All | +444.5% | -22.1% | +466.6% | +421.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling