+1,401.6%
CRS vs QS
-75.8%
+1,477.5%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.5% | -2.1% |
| 7D | -4.1% | -5.0% | +0.8% | -3.4% |
| 30D | -16.6% | -18.3% | +1.7% | -14.1% |
| 3M | -14.3% | -26.0% | +11.7% | -11.0% |
| 6M | +11.6% | -24.0% | +35.6% | +14.9% |
| YTD | +42.6% | -50.3% | +92.9% | +54.9% |
| 1Y | +81.8% | -38.0% | +119.8% | +88.0% |
| 3Y | +632.1% | -24.6% | +656.7% | +560.4% |
| 5Y | +1,401.6% | -75.4% | +1,477.1% | +1,430.6% |
| All | +1,401.6% | -75.8% | +1,477.5% | +1,430.6% |
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