-55.1%
QS vs CAPR
+41.9%
-97.0%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -9.9% | +7.3% | -2.3% |
| 7D | +8.0% | +7.6% | +0.4% | +7.8% |
| 30D | -2.8% | +13.3% | -16.1% | -3.2% |
| 3M | -28.1% | +130.4% | -158.5% | -30.2% |
| 6M | -41.0% | -70.8% | +29.8% | -40.1% |
| YTD | -57.3% | -69.3% | +12.0% | -56.8% |
| 1Y | -72.7% | +59.5% | -132.2% | -75.9% |
| 3Y | -18.6% | +216.8% | -235.4% | -43.6% |
| 5Y | -87.0% | +152.7% | -239.7% | -91.6% |
| All | -55.1% | +41.9% | -97.0% | -70.3% |
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 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