+183.3%
CFG vs QSR
+25.9%
+157.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.5% |
| 7D | -0.6% | -2.4% | +1.8% | +0.1% |
| 30D | -4.5% | +5.7% | -10.2% | -6.1% |
| 3M | +6.3% | +6.9% | -0.6% | +4.2% |
| 6M | +20.6% | +6.9% | +13.7% | +17.7% |
| YTD | +21.2% | +14.9% | +6.3% | +15.4% |
| 1Y | +38.2% | +29.1% | +9.1% | +26.4% |
| All | +183.3% | +25.9% | +157.5% | +146.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling