+330.4%
CFG vs QSR
+218.5%
+111.9%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | 0.0% |
| 7D | +1.5% | +2.4% | -0.9% | +0.3% |
| 30D | -3.8% | +7.6% | -11.5% | -7.5% |
| 3M | +11.5% | +12.6% | -1.1% | +4.4% |
| 6M | +19.2% | +14.4% | +4.8% | +10.0% |
| YTD | +23.7% | +19.6% | +4.1% | +11.0% |
| 1Y | +38.8% | +33.9% | +5.0% | +17.0% |
| 3Y | +178.9% | +27.1% | +151.8% | +135.3% |
| 5Y | +101.8% | +48.5% | +53.2% | +53.6% |
| 10Y | +317.3% | +126.2% | +191.1% | +150.9% |
| All | +330.4% | +218.5% | +111.9% | +137.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling