-27.2%
QS vs CAPR
+214.7%
-241.9%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +4.7% | -0.5% | +4.1% |
| 7D | +5.4% | +41.1% | -35.6% | +4.8% |
| 30D | -5.3% | +11.1% | -16.4% | -5.5% |
| 3M | -22.6% | +115.3% | -137.9% | -23.8% |
| 6M | -46.2% | -73.8% | +27.7% | -45.6% |
| YTD | -58.9% | -68.8% | +9.9% | -58.7% |
| 1Y | -73.1% | +43.3% | -116.4% | -74.6% |
| 3Y | -27.2% | +214.7% | -241.9% | -53.3% |
| All | -27.2% | +214.7% | -241.9% | -53.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling