+216.7%
CTVA vs QSR
+43.7%
+173.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.9% |
| 7D | -4.5% | -4.0% | -0.5% | -3.0% |
| 30D | +11.3% | +2.8% | +8.6% | +10.1% |
| 3M | +12.3% | +5.1% | +7.2% | +9.9% |
| 6M | +7.2% | +8.8% | -1.6% | +3.1% |
| YTD | +26.0% | +14.8% | +11.2% | +18.3% |
| 1Y | +16.0% | +25.7% | -9.7% | +4.4% |
| 3Y | +73.9% | +27.5% | +46.4% | +53.3% |
| 5Y | +103.8% | +41.3% | +62.5% | +68.9% |
| All | +216.7% | +43.7% | +173.0% | +147.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling