-73.0%
QS vs CPB
-38.5%
-34.5%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.8% | +0.2% | +2.3% |
| 7D | +2.2% | -8.2% | +10.4% | +1.0% |
| 30D | -8.1% | -5.6% | -2.5% | -8.7% |
| 3M | -27.0% | +3.0% | -30.0% | -26.5% |
| 6M | -16.4% | -12.7% | -3.7% | -17.5% |
| YTD | -46.4% | -18.0% | -28.4% | -47.2% |
| 1Y | -41.1% | -31.7% | -9.4% | -43.2% |
| 3Y | -18.6% | -41.0% | +22.3% | -22.2% |
| 5Y | -73.0% | -38.4% | -34.7% | -72.4% |
| All | -73.0% | -38.5% | -34.5% | -72.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling