+80.9%
CVS vs QS
-44.4%
+125.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.0% | -0.5% |
| 7D | +4.0% | -2.3% | +6.3% | +4.0% |
| 30D | -2.4% | -0.7% | -1.7% | -2.4% |
| 3M | +2.7% | -39.6% | +42.3% | +3.5% |
| 6M | +21.9% | -21.7% | +43.6% | +22.1% |
| YTD | +24.7% | -47.4% | +72.2% | +25.8% |
| 1Y | +35.4% | -28.4% | +63.8% | +35.3% |
| 3Y | +65.2% | -22.6% | +87.8% | +62.0% |
| 5Y | +30.5% | -75.6% | +106.1% | +28.6% |
| All | +80.9% | -44.4% | +125.3% | +71.4% |
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