+63.4%
CFG vs QSR
+60.1%
+3.3%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.3% |
| 7D | -0.8% | -2.2% | +1.4% | 0.0% |
| 30D | +3.1% | +7.8% | -4.7% | +0.1% |
| 3M | -9.7% | +5.5% | -15.2% | -11.8% |
| 6M | +6.7% | -0.2% | +6.9% | +6.3% |
| YTD | +15.2% | +15.4% | -0.2% | +7.1% |
| 1Y | +28.8% | +15.3% | +13.5% | +19.6% |
| 3Y | +190.1% | +23.7% | +166.4% | +153.3% |
| 5Y | +63.4% | +60.4% | +3.0% | +15.8% |
| All | +63.4% | +60.1% | +3.3% | +15.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling