+21.8%
CP vs QSR
+28.6%
-6.9%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | +0.2% |
| 7D | +2.4% | +0.1% | +2.4% | +2.4% |
| 30D | -0.5% | +5.9% | -6.5% | -2.4% |
| 3M | +1.4% | +10.5% | -9.0% | -1.9% |
| 6M | +10.3% | +7.7% | +2.6% | +7.1% |
| YTD | +24.3% | +16.8% | +7.5% | +17.0% |
| 1Y | +20.4% | +30.9% | -10.4% | +8.5% |
| 3Y | +21.8% | +28.2% | -6.4% | +9.3% |
| All | +21.8% | +28.6% | -6.9% | +9.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling