+256.2%
CFG vs QS
-44.4%
+300.6%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.6% | -0.1% |
| 7D | +1.5% | -2.3% | +3.9% | +1.7% |
| 30D | -3.8% | -0.7% | -3.1% | -3.9% |
| 3M | +11.5% | -39.6% | +51.1% | +15.2% |
| 6M | +19.2% | -21.7% | +40.9% | +20.3% |
| YTD | +23.7% | -47.4% | +71.1% | +28.4% |
| 1Y | +38.8% | -28.4% | +67.2% | +39.2% |
| 3Y | +178.9% | -22.6% | +201.5% | +165.6% |
| 5Y | +101.8% | -75.6% | +177.4% | +95.7% |
| All | +256.2% | -44.4% | +300.6% | +237.7% |
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 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