+78.2%
CVS vs QS
-47.4%
+125.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | -0.1% |
| 7D | -2.0% | -5.0% | +3.0% | -1.9% |
| 30D | +1.9% | -18.3% | +20.2% | +2.3% |
| 3M | -2.2% | -26.0% | +23.8% | -1.8% |
| 6M | +26.7% | -24.0% | +50.8% | +27.1% |
| YTD | +22.9% | -50.3% | +73.2% | +24.1% |
| 1Y | +32.9% | -38.0% | +70.9% | +33.3% |
| 3Y | +62.3% | -24.6% | +86.9% | +59.2% |
| 5Y | +34.2% | -75.4% | +109.7% | +32.3% |
| All | +78.2% | -47.4% | +125.6% | +69.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling