-40.3%
QS vs CPAY
+33.9%
-74.3%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +1.9% |
| 7D | -3.6% | -2.0% | -1.7% | -3.6% |
| 30D | -17.2% | -0.4% | -16.9% | -17.2% |
| 3M | -27.0% | +16.4% | -43.3% | -27.7% |
| 6M | -24.6% | +23.5% | -48.1% | -26.0% |
| YTD | -49.3% | +35.7% | -85.0% | -48.8% |
| 1Y | -40.3% | +30.2% | -70.5% | -46.4% |
| All | -40.3% | +33.9% | -74.3% | -46.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 1y: compounded portfolio wealth divided by compounded CPAY 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…
1y analysis · Full analysis span regression · 6 months rolling