+208.5%
CFG vs QSR
+137.6%
+70.9%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.7% |
| 7D | +3.2% | -2.9% | +6.1% | +4.9% |
| 30D | +5.1% | +4.1% | +1.0% | +2.6% |
| 3M | -11.2% | -0.7% | -10.6% | -11.3% |
| 6M | +9.6% | +0.4% | +9.1% | +8.2% |
| YTD | +15.0% | +13.5% | +1.4% | +4.6% |
| 1Y | +29.9% | +11.0% | +18.9% | +19.6% |
| 3Y | +192.1% | +22.0% | +170.1% | +145.8% |
| 5Y | +62.3% | +57.1% | +5.2% | +13.6% |
| All | +208.5% | +137.6% | +70.9% | +78.6% |
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