-28.4%
QS vs CDW
-5.0%
-23.4%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.6% |
| 7D | -2.3% | +3.2% | -5.5% | -2.6% |
| 30D | -0.7% | +9.3% | -10.0% | -1.6% |
| 3M | -39.6% | +9.8% | -49.4% | -40.2% |
| 6M | -21.7% | +23.3% | -45.1% | -24.4% |
| YTD | -47.4% | +13.7% | -61.1% | -47.0% |
| 1Y | -28.4% | -6.5% | -21.9% | -27.9% |
| All | -28.4% | -5.0% | -23.4% | -27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 1y: compounded portfolio wealth divided by compounded CDW 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…
1y analysis · Full analysis span regression · 6 months rolling