+230.3%
CFG vs QS
-53.6%
+283.9%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +6.8% | -3.8% | +2.4% |
| 7D | +0.3% | +13.7% | -13.4% | -0.7% |
| 30D | +3.2% | -0.2% | +3.4% | +3.1% |
| 3M | -9.7% | -24.8% | +15.1% | -7.9% |
| 6M | +3.6% | -39.4% | +43.0% | +6.6% |
| YTD | +14.7% | -56.1% | +70.8% | +20.5% |
| 1Y | +29.6% | -72.5% | +102.1% | +40.6% |
| 3Y | +190.6% | -16.3% | +206.9% | +175.7% |
| 5Y | +67.1% | -87.6% | +154.6% | +65.3% |
| All | +230.3% | -53.6% | +283.9% | +216.9% |
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 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