+229.1%
CFG vs QS
-60.6%
+289.7%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -7.8% | +7.0% | -0.2% |
| 7D | +1.6% | -5.6% | +7.2% | +2.0% |
| 30D | +3.3% | -5.8% | +9.1% | +3.6% |
| 3M | -11.5% | -39.2% | +27.6% | -8.4% |
| 6M | +6.2% | -53.9% | +60.1% | +11.6% |
| YTD | +14.3% | -62.8% | +77.0% | +21.5% |
| 1Y | +26.7% | -73.5% | +100.2% | +38.0% |
| 3Y | +187.8% | -29.1% | +216.8% | +176.4% |
| 5Y | +61.3% | -90.0% | +151.3% | +61.7% |
| All | +229.1% | -60.6% | +289.7% | +219.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling