-75.4%
QS vs CHD
+19.7%
-95.1%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.8% |
| 7D | -5.0% | -4.7% | -0.2% | -5.2% |
| 30D | -18.3% | -8.3% | -10.0% | -18.6% |
| 3M | -26.0% | -4.0% | -22.0% | -26.1% |
| 6M | -24.0% | -6.5% | -17.5% | -24.1% |
| YTD | -50.3% | +13.1% | -63.4% | -50.4% |
| 1Y | -38.0% | +2.3% | -40.3% | -38.3% |
| 3Y | -24.6% | +1.8% | -26.4% | -26.3% |
| 5Y | -75.4% | +20.6% | -96.0% | -80.3% |
| All | -75.4% | +19.7% | -95.1% | -80.3% |
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 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