-47.7%
QS vs CPB
-49.1%
+1.4%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.3% | +3.5% | -2.1% |
| 7D | -5.0% | -5.4% | +0.4% | -6.5% |
| 30D | -18.3% | -7.8% | -10.5% | -20.1% |
| 3M | -26.0% | -6.9% | -19.1% | -27.3% |
| 6M | -24.0% | -12.2% | -11.9% | -26.3% |
| YTD | -50.3% | -21.1% | -29.2% | -53.1% |
| 1Y | -38.0% | -33.5% | -4.5% | -44.5% |
| 3Y | -24.6% | -43.2% | +18.6% | -35.0% |
| 5Y | -75.4% | -40.9% | -34.5% | -76.2% |
| All | -47.7% | -49.1% | +1.4% | -71.8% |
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