-60.8%
QS vs CPB
-45.7%
-15.2%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -1.1% | -6.8% | -8.1% |
| 7D | -5.6% | -5.8% | +0.2% | -7.1% |
| 30D | -5.8% | +16.5% | -22.3% | -1.9% |
| 3M | -39.2% | -1.1% | -38.1% | -39.5% |
| 6M | -53.9% | +11.5% | -65.4% | -52.1% |
| YTD | -62.8% | -15.7% | -47.0% | -64.3% |
| 1Y | -73.5% | -24.7% | -48.8% | -75.5% |
| 3Y | -29.1% | -37.3% | +8.2% | -36.7% |
| 5Y | -90.0% | -35.0% | -55.0% | -89.8% |
| All | -60.8% | -45.7% | -15.2% | -78.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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