-44.6%
QS vs CAPR
+50.4%
-95.0%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | +0.5% |
| 7D | -2.3% | -2.0% | -0.3% | -2.3% |
| 30D | -0.7% | +139.2% | -139.9% | -3.6% |
| 3M | -39.6% | -66.4% | +26.7% | -38.9% |
| 6M | -21.7% | -63.1% | +41.4% | -21.1% |
| YTD | -47.4% | -67.4% | +20.0% | -46.8% |
| 1Y | -28.4% | +58.2% | -86.6% | -36.5% |
| 3Y | -22.6% | +42.2% | -64.8% | -40.9% |
| 5Y | -75.6% | +87.3% | -162.8% | -83.8% |
| All | -44.6% | +50.4% | -95.0% | -63.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling