-62.8%
QS vs CAPR
+52.5%
-115.3%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -6.9% | +1.8% | -4.9% |
| 7D | -14.0% | +5.9% | -19.9% | -14.3% |
| 30D | -6.4% | +44.6% | -51.0% | -7.5% |
| 3M | -40.3% | +126.4% | -166.6% | -42.1% |
| 6M | -57.5% | -68.6% | +11.1% | -57.0% |
| YTD | -64.7% | -67.0% | +2.3% | -64.4% |
| 1Y | -72.9% | +65.2% | -138.0% | -76.0% |
| 3Y | -33.5% | +235.6% | -269.0% | -53.9% |
| 5Y | -90.5% | +175.4% | -266.0% | -93.9% |
| All | -62.8% | +52.5% | -115.3% | -75.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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