-73.0%
QS vs CP
+34.0%
-107.1%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.5% | +2.4% |
| 7D | +2.2% | +2.4% | -0.2% | +0.1% |
| 30D | -8.1% | -0.5% | -7.5% | -7.8% |
| 3M | -27.0% | +1.4% | -28.4% | -28.9% |
| 6M | -16.4% | +10.3% | -26.8% | -24.4% |
| YTD | -46.4% | +24.3% | -70.6% | -56.6% |
| 1Y | -41.1% | +20.4% | -61.5% | -50.8% |
| 3Y | -18.6% | +21.8% | -40.4% | -33.2% |
| 5Y | -73.0% | +31.5% | -104.6% | -78.9% |
| All | -73.0% | +34.0% | -107.1% | -78.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling