+420.1%
CORZ vs QS
-23.7%
+443.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.6% | -0.2% |
| 7D | +8.4% | -2.3% | +10.7% | +9.1% |
| 30D | -17.8% | -0.7% | -17.1% | -17.8% |
| 3M | -35.9% | -39.6% | +3.7% | -26.3% |
| 6M | +12.9% | -21.7% | +34.7% | +20.5% |
| YTD | +22.9% | -47.4% | +70.3% | +45.3% |
| 1Y | +31.4% | -28.4% | +59.7% | +38.4% |
| All | +420.1% | -23.7% | +443.7% | +401.3% |
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 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