-71.3%
QS vs CAI
+12.6%
-83.9%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +1.1% | +6.4% | +7.2% |
| 7D | +4.5% | -6.3% | +10.8% | +6.3% |
| 30D | -4.1% | +9.3% | -13.4% | -6.7% |
| 3M | -22.1% | +106.3% | -128.5% | -37.2% |
| 6M | -38.4% | +77.7% | -116.1% | -49.1% |
| YTD | -57.5% | +23.1% | -80.6% | -62.8% |
| 1Y | -71.3% | +6.5% | -77.9% | -74.1% |
| All | -71.3% | +12.6% | -83.9% | -74.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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