-38.8%
QS vs CDW
-13.5%
-25.3%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.5% | -5.2% | -6.5% |
| 7D | -4.2% | -4.2% | 0.0% | -3.9% |
| 30D | -15.7% | +4.9% | -20.5% | -16.1% |
| 3M | -28.7% | +7.3% | -36.0% | -29.3% |
| 6M | -23.2% | +19.2% | -42.4% | -26.9% |
| YTD | -49.9% | +6.2% | -56.1% | -49.3% |
| 1Y | -38.8% | -14.0% | -24.8% | -35.8% |
| All | -38.8% | -13.5% | -25.3% | -35.8% |
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 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