+32.2%
CVS vs QS
-74.9%
+107.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.6% | -0.7% |
| 7D | -2.2% | -3.6% | +1.5% | -2.1% |
| 30D | -0.1% | -17.2% | +17.2% | +0.4% |
| 3M | -5.2% | -27.0% | +21.8% | -4.6% |
| 6M | +26.9% | -24.6% | +51.5% | +27.3% |
| YTD | +22.1% | -49.3% | +71.4% | +23.6% |
| 1Y | +30.8% | -40.3% | +71.1% | +31.4% |
| 3Y | +54.4% | -23.8% | +78.2% | +49.3% |
| All | +32.2% | -74.9% | +107.1% | +28.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling