-62.8%
QS vs CDW
+63.4%
-126.3%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.7% | -4.5% | -4.8% |
| 7D | -14.0% | +9.3% | -23.3% | -17.8% |
| 30D | -6.4% | +14.4% | -20.7% | -12.5% |
| 3M | -40.3% | +21.4% | -61.7% | -46.3% |
| 6M | -57.5% | +72.8% | -130.3% | -69.1% |
| YTD | -64.7% | +28.0% | -92.7% | -71.0% |
| 1Y | -72.9% | +19.3% | -92.2% | -76.6% |
| 3Y | -33.5% | -15.3% | -18.1% | -29.5% |
| 5Y | -90.5% | -3.8% | -86.7% | -91.2% |
| All | -62.8% | +63.4% | -126.3% | -46.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling