-73.0%
QS vs CAPR
+87.6%
-160.6%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.6% | +5.6% | +2.1% |
| 7D | +2.2% | -9.5% | +11.7% | +2.5% |
| 30D | -8.1% | +121.5% | -129.6% | -10.5% |
| 3M | -27.0% | -65.4% | +38.3% | -26.3% |
| 6M | -16.4% | -67.5% | +51.1% | -15.4% |
| YTD | -46.4% | -68.6% | +22.3% | -45.7% |
| 1Y | -41.1% | +42.7% | -83.8% | -47.3% |
| 3Y | -18.6% | +43.4% | -62.0% | -41.8% |
| 5Y | -73.0% | +86.0% | -159.1% | -84.9% |
| All | -73.0% | +87.6% | -160.6% | -84.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling