+33.7%
CFG vs QS
-71.4%
+105.1%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +7.5% | -5.1% | +1.5% |
| 7D | +1.8% | +4.5% | -2.7% | +1.2% |
| 30D | +3.3% | -4.1% | +7.4% | +3.6% |
| 3M | -9.8% | -22.1% | +12.3% | -7.7% |
| 6M | +5.2% | -38.4% | +43.6% | +8.7% |
| YTD | +16.1% | -57.5% | +73.6% | +27.2% |
| 1Y | +33.7% | -71.3% | +105.0% | +52.9% |
| All | +33.7% | -71.4% | +105.1% | +52.9% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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