-90.9%
QS vs CHD
+33.2%
-124.1%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +1.4% | -6.6% | -5.1% |
| 7D | -14.0% | +3.6% | -17.7% | -13.9% |
| 30D | -6.4% | +10.4% | -16.8% | -5.8% |
| 3M | -40.3% | +12.2% | -52.4% | -39.8% |
| 6M | -57.5% | +19.9% | -77.4% | -57.0% |
| YTD | -64.7% | +36.4% | -101.1% | -64.3% |
| 1Y | -72.9% | +35.1% | -108.0% | -72.6% |
| 3Y | -33.5% | +29.2% | -62.6% | -34.5% |
| All | -90.9% | +33.2% | -124.1% | -92.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling