-71.3%
QS vs CHD
+30.9%
-102.2%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +2.6% | +4.9% | +8.2% |
| 7D | +4.5% | +6.9% | -2.5% | +6.4% |
| 30D | -4.1% | +17.1% | -21.2% | +1.0% |
| 3M | -22.1% | +9.1% | -31.2% | -20.1% |
| 6M | -38.4% | +21.4% | -59.8% | -34.3% |
| YTD | -57.5% | +34.9% | -92.4% | -53.3% |
| 1Y | -71.3% | +31.0% | -102.3% | -68.3% |
| All | -71.3% | +30.9% | -102.2% | -68.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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