-47.6%
QS vs CPB
+9.7%
-57.3%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.2% | -4.2% | -5.4% |
| 7D | -5.0% | -4.1% | -0.9% | -4.9% |
| 30D | -1.4% | +16.9% | -18.3% | -1.1% |
| 3M | -33.6% | -0.6% | -33.0% | -34.9% |
| 6M | -47.6% | +11.4% | -58.9% | -44.7% |
| All | -47.6% | +9.7% | -57.3% | -44.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling