-44.6%
QS vs CDW
+45.1%
-89.7%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +1.1% |
| 7D | -2.3% | +3.2% | -5.5% | -3.9% |
| 30D | -0.7% | +9.3% | -10.0% | -5.6% |
| 3M | -39.6% | +9.8% | -49.4% | -43.2% |
| 6M | -21.7% | +23.3% | -45.1% | -34.5% |
| YTD | -47.4% | +13.7% | -61.1% | -53.8% |
| 1Y | -28.4% | -6.5% | -21.9% | -28.6% |
| 3Y | -22.6% | -25.2% | +2.6% | -11.8% |
| 5Y | -75.6% | -19.5% | -56.1% | -75.9% |
| All | -44.6% | +45.1% | -89.7% | -15.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling