-73.0%
QS vs CDW
-22.8%
-50.3%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -5.2% | +7.2% | +5.0% |
| 7D | +2.2% | -3.9% | +6.1% | +4.3% |
| 30D | -8.1% | +6.9% | -15.0% | -12.1% |
| 3M | -27.0% | +7.7% | -34.7% | -31.7% |
| 6M | -16.4% | +18.3% | -34.8% | -30.9% |
| YTD | -46.4% | +7.8% | -54.1% | -52.7% |
| 1Y | -41.1% | -12.2% | -28.9% | -38.9% |
| 3Y | -18.6% | -28.9% | +10.3% | -3.2% |
| 5Y | -73.0% | -22.8% | -50.3% | -70.5% |
| All | -73.0% | -22.8% | -50.3% | -70.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling