+206.6%
CFG vs QSR
+137.8%
+68.8%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | +0.1% |
| 7D | +1.6% | -3.9% | +5.5% | +3.9% |
| 30D | +3.3% | +5.9% | -2.6% | -0.2% |
| 3M | -11.5% | +1.7% | -13.2% | -12.8% |
| 6M | +6.2% | -1.9% | +8.1% | +6.3% |
| YTD | +14.3% | +13.6% | +0.6% | +3.9% |
| 1Y | +26.7% | +13.1% | +13.6% | +15.3% |
| 3Y | +187.8% | +21.8% | +165.9% | +142.4% |
| 5Y | +61.3% | +57.2% | +4.1% | +12.8% |
| All | +206.6% | +137.8% | +68.8% | +77.4% |
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