+230.3%
CTVA vs QS
-43.2%
+273.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.0% | -4.2% | -2.3% |
| 7D | -2.1% | +2.2% | -4.3% | -2.2% |
| 30D | +12.0% | -8.1% | +20.1% | +12.3% |
| 3M | +13.5% | -27.0% | +40.5% | +14.5% |
| 6M | +12.1% | -16.4% | +28.6% | +12.3% |
| YTD | +29.0% | -46.4% | +75.4% | +31.2% |
| 1Y | +18.9% | -41.1% | +60.0% | +19.5% |
| 3Y | +78.9% | -18.6% | +97.5% | +72.9% |
| 5Y | +105.2% | -73.0% | +178.3% | +99.6% |
| All | +230.3% | -43.2% | +273.5% | +235.2% |
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