+26.7%
CFG vs QSR
+13.6%
+13.1%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.6% |
| 7D | +1.6% | -3.9% | +5.5% | +2.3% |
| 30D | +3.3% | +5.9% | -2.6% | +2.4% |
| 3M | -11.5% | +1.7% | -13.2% | -11.9% |
| 6M | +6.2% | -1.9% | +8.1% | +6.5% |
| YTD | +14.3% | +13.6% | +0.6% | +11.7% |
| 1Y | +26.7% | +13.1% | +13.6% | +24.2% |
| All | +26.7% | +13.6% | +13.1% | +24.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling