+22.1%
CTVA vs QS
-28.5%
+50.5%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.4% | -0.9% |
| 7D | +4.9% | -2.3% | +7.3% | +4.9% |
| 30D | +11.9% | -0.7% | +12.6% | +11.9% |
| 3M | +13.7% | -39.6% | +53.3% | +14.3% |
| 6M | +13.1% | -21.7% | +34.9% | +13.4% |
| YTD | +32.0% | -47.4% | +79.4% | +32.1% |
| 1Y | +22.1% | -28.4% | +50.4% | +27.6% |
| All | +22.1% | -28.5% | +50.5% | +27.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling