+28.0%
CFG vs QS
-73.4%
+101.4%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +6.8% | -3.8% | +2.1% |
| 7D | +0.3% | +13.7% | -13.4% | -1.2% |
| 30D | +3.2% | -0.2% | +3.4% | +3.0% |
| 3M | -9.7% | -24.8% | +15.1% | -7.2% |
| 6M | +3.6% | -39.4% | +43.0% | +7.6% |
| YTD | +14.7% | -56.1% | +70.8% | +25.6% |
| All | +28.0% | -73.4% | +101.4% | +46.7% |
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