+304.1%
CFG vs QSR
+133.7%
+170.4%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.8% |
| 7D | -1.7% | -4.7% | +3.0% | +1.0% |
| 30D | -4.6% | +4.3% | -8.9% | -7.0% |
| 3M | +7.9% | +5.4% | +2.4% | +4.1% |
| 6M | +19.9% | +8.2% | +11.7% | +13.3% |
| YTD | +21.7% | +14.1% | +7.6% | +10.9% |
| 1Y | +38.4% | +28.1% | +10.3% | +17.4% |
| 3Y | +187.0% | +25.3% | +161.7% | +138.7% |
| 5Y | +99.5% | +40.4% | +59.1% | +51.4% |
| All | +304.1% | +133.7% | +170.4% | +134.3% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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