+220.8%
CFG vs QS
-56.5%
+277.4%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.1% | -5.1% | -1.2% |
| 7D | -0.9% | +5.4% | -6.3% | -1.3% |
| 30D | +1.1% | -5.3% | +6.4% | +1.4% |
| 3M | -12.0% | -22.6% | +10.6% | -10.5% |
| 6M | -2.2% | -46.2% | +43.9% | +1.5% |
| YTD | +11.4% | -58.9% | +70.3% | +17.6% |
| 1Y | +27.8% | -73.1% | +100.9% | +39.0% |
| 3Y | +173.3% | -27.2% | +200.5% | +161.9% |
| 5Y | +62.4% | -86.2% | +148.6% | +61.1% |
| All | +220.8% | -56.5% | +277.4% | +209.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling