-53.8%
QS vs CP
+67.6%
-121.4%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.0% | +4.8% | +5.3% |
| 7D | +13.7% | +2.8% | +10.9% | +11.6% |
| 30D | -0.2% | +11.3% | -11.5% | -7.7% |
| 3M | -24.8% | +2.9% | -27.7% | -26.4% |
| 6M | -39.4% | +9.8% | -49.2% | -44.0% |
| YTD | -56.1% | +28.5% | -84.7% | -64.1% |
| 1Y | -72.5% | +33.5% | -106.0% | -78.1% |
| 3Y | -16.3% | +31.9% | -48.2% | -32.0% |
| 5Y | -87.6% | +25.5% | -113.1% | -89.7% |
| All | -53.8% | +67.6% | -121.4% | -52.2% |
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