-16.3%
QS vs CDW
-18.4%
+2.1%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +4.8% | +1.9% | +5.1% |
| 7D | +13.7% | +9.3% | +4.4% | +10.4% |
| 30D | -0.2% | +15.8% | -16.0% | -4.9% |
| 3M | -24.8% | +21.8% | -46.6% | -29.8% |
| 6M | -39.4% | +58.8% | -98.2% | -49.0% |
| YTD | -56.1% | +22.8% | -78.9% | -60.4% |
| 1Y | -72.5% | +17.9% | -90.4% | -74.6% |
| 3Y | -16.3% | -17.4% | +1.1% | -8.6% |
| All | -16.3% | -18.4% | +2.1% | -8.6% |
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