-47.3%
QS vs CP
+60.2%
-107.5%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.2% | -5.5% | -5.8% |
| 7D | -4.2% | +0.6% | -4.8% | -4.6% |
| 30D | -15.7% | -0.5% | -15.2% | -15.4% |
| 3M | -28.7% | +0.1% | -28.8% | -29.5% |
| 6M | -23.2% | +7.8% | -31.0% | -28.1% |
| YTD | -49.9% | +22.9% | -72.8% | -57.6% |
| 1Y | -38.8% | +21.3% | -60.1% | -47.6% |
| 3Y | -24.0% | +20.4% | -44.4% | -34.3% |
| 5Y | -75.6% | +34.9% | -110.5% | -79.5% |
| All | -47.3% | +60.2% | -107.5% | -43.6% |
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