-55.1%
QS vs CP
+67.2%
-122.2%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.3% | -2.4% | -2.4% |
| 7D | +8.0% | +2.8% | +5.2% | +6.0% |
| 30D | -2.8% | +11.0% | -13.9% | -10.0% |
| 3M | -28.1% | +3.8% | -32.0% | -30.1% |
| 6M | -41.0% | +9.5% | -50.5% | -45.4% |
| YTD | -57.3% | +28.2% | -85.5% | -65.0% |
| 1Y | -72.7% | +33.0% | -105.6% | -78.2% |
| 3Y | -18.6% | +35.5% | -54.2% | -34.9% |
| 5Y | -87.0% | +25.8% | -112.8% | -89.3% |
| All | -55.1% | +67.2% | -122.2% | -53.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 10y: compounded portfolio wealth divided by compounded CP 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…
10y analysis · Full analysis span regression · 6 months rolling