-44.6%
QS vs CHD
+12.3%
-57.0%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.5% |
| 7D | -2.3% | -2.7% | +0.4% | -2.8% |
| 30D | -0.7% | -4.6% | +3.9% | -1.5% |
| 3M | -39.6% | +5.0% | -44.7% | -39.0% |
| 6M | -21.7% | -3.2% | -18.5% | -21.8% |
| YTD | -47.4% | +18.6% | -66.0% | -45.8% |
| 1Y | -28.4% | +4.8% | -33.2% | -27.8% |
| 3Y | -22.6% | +6.1% | -28.7% | -21.6% |
| 5Y | -75.6% | +24.0% | -99.6% | -74.1% |
| All | -44.6% | +12.3% | -57.0% | -67.4% |
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