-62.8%
QS vs CHD
+29.2%
-92.0%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +1.4% | -6.6% | -4.9% |
| 7D | -14.0% | +3.6% | -17.7% | -13.5% |
| 30D | -6.4% | +10.4% | -16.8% | -4.8% |
| 3M | -40.3% | +12.2% | -52.4% | -39.0% |
| 6M | -57.5% | +19.9% | -77.4% | -56.0% |
| YTD | -64.7% | +36.4% | -101.1% | -62.7% |
| 1Y | -72.9% | +35.1% | -108.0% | -71.4% |
| 3Y | -33.5% | +29.2% | -62.6% | -30.5% |
| 5Y | -90.5% | +33.4% | -123.9% | -90.2% |
| All | -62.8% | +29.2% | -92.0% | -77.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling