-18.6%
QS vs CDW
-29.2%
+10.6%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -5.2% | +7.2% | +3.8% |
| 7D | +2.2% | -3.9% | +6.1% | +3.5% |
| 30D | -8.1% | +6.9% | -15.0% | -10.5% |
| 3M | -27.0% | +7.7% | -34.7% | -29.8% |
| 6M | -16.4% | +18.3% | -34.8% | -25.8% |
| YTD | -46.4% | +7.8% | -54.1% | -49.7% |
| 1Y | -41.1% | -12.2% | -28.9% | -37.3% |
| 3Y | -18.6% | -28.9% | +10.3% | -10.7% |
| All | -18.6% | -29.2% | +10.6% | -10.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling