-44.6%
QS vs CP
+62.9%
-107.6%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.2% | +0.3% |
| 7D | -2.3% | -2.7% | +0.4% | -0.4% |
| 30D | -0.7% | +0.2% | -0.9% | -0.9% |
| 3M | -39.6% | +2.6% | -42.2% | -41.5% |
| 6M | -21.7% | +6.0% | -27.7% | -25.8% |
| YTD | -47.4% | +24.9% | -72.3% | -56.1% |
| 1Y | -28.4% | +20.1% | -48.5% | -38.1% |
| 3Y | -22.6% | +16.4% | -39.0% | -31.9% |
| 5Y | -75.6% | +31.7% | -107.3% | -79.7% |
| All | -44.6% | +62.9% | -107.6% | -41.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling