+30.8%
CVS vs QSR
+28.6%
+2.2%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.6% |
| 7D | -2.2% | -4.0% | +1.9% | -2.6% |
| 30D | -0.1% | +2.8% | -2.8% | +0.3% |
| 3M | -5.2% | +5.1% | -10.3% | -4.4% |
| 6M | +26.9% | +8.8% | +18.1% | +26.8% |
| YTD | +22.1% | +14.8% | +7.2% | +22.8% |
| 1Y | +30.8% | +25.7% | +5.1% | +30.5% |
| All | +30.8% | +28.6% | +2.2% | +30.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling