+2,175.7%
CRS vs QS
-47.0%
+2,222.7%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.6% | +6.6% | +0.6% |
| 7D | -0.5% | -4.2% | +3.7% | -0.1% |
| 30D | -18.1% | -15.7% | -2.4% | -16.7% |
| 3M | -12.4% | -28.7% | +16.3% | -9.8% |
| 6M | +15.9% | -23.2% | +39.2% | +18.2% |
| YTD | +45.8% | -49.9% | +95.7% | +54.3% |
| 1Y | +87.8% | -38.8% | +126.6% | +92.9% |
| 3Y | +648.7% | -24.0% | +672.7% | +608.8% |
| 5Y | +1,416.6% | -75.6% | +1,492.2% | +1,397.1% |
| All | +2,175.7% | -47.0% | +2,222.7% | +2,051.6% |
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 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