-71.4%
QS vs CDW
+20.7%
-92.2%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -0.2% | -7.7% | -7.8% |
| 7D | -5.6% | +9.1% | -14.7% | -6.8% |
| 30D | -5.8% | +13.7% | -19.5% | -7.4% |
| 3M | -39.2% | +27.0% | -66.2% | -40.6% |
| 6M | -53.9% | +75.9% | -129.8% | -53.3% |
| YTD | -62.8% | +28.9% | -91.6% | -62.5% |
| All | -71.4% | +20.7% | -92.2% | -69.2% |
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