+260.5%
CP vs QSR
+137.6%
+122.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.4% |
| 7D | +2.1% | -2.9% | +5.1% | +3.4% |
| 30D | +9.3% | +4.1% | +5.2% | +7.5% |
| 3M | +0.5% | -0.7% | +1.1% | +0.5% |
| 6M | +10.4% | +0.4% | +10.0% | +9.8% |
| YTD | +28.7% | +13.5% | +15.2% | +21.0% |
| 1Y | +33.2% | +11.0% | +22.2% | +26.3% |
| 3Y | +38.4% | +22.0% | +16.5% | +24.2% |
| 5Y | +26.2% | +57.1% | -30.9% | +1.0% |
| All | +260.5% | +137.6% | +122.9% | +131.6% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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