+252.3%
CFG vs QS
-43.2%
+295.5%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.0% | -3.1% | -1.3% |
| 7D | +2.7% | +2.2% | +0.5% | +2.5% |
| 30D | -3.7% | -8.1% | +4.4% | -3.1% |
| 3M | +9.5% | -27.0% | +36.5% | +11.6% |
| 6M | +22.2% | -16.4% | +38.7% | +22.8% |
| YTD | +22.3% | -46.4% | +68.7% | +26.8% |
| 1Y | +39.4% | -41.1% | +80.5% | +42.1% |
| 3Y | +188.5% | -18.6% | +207.1% | +173.8% |
| 5Y | +101.5% | -73.0% | +174.6% | +94.9% |
| All | +252.3% | -43.2% | +295.5% | +233.4% |
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