+62.0%
CFG vs QS
-86.5%
+148.5%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.1% | -5.1% | -1.5% |
| 7D | -0.9% | +5.4% | -6.3% | -1.6% |
| 30D | +1.1% | -5.3% | +6.4% | +1.6% |
| 3M | -12.0% | -22.6% | +10.6% | -9.5% |
| 6M | -2.2% | -46.2% | +43.9% | +4.1% |
| YTD | +11.4% | -58.9% | +70.3% | +22.1% |
| 1Y | +27.8% | -73.1% | +100.9% | +47.5% |
| 3Y | +173.3% | -27.2% | +200.5% | +144.0% |
| All | +62.0% | -86.5% | +148.5% | +81.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling