+45.9%
CSCO vs QS
-71.4%
+117.3%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +7.5% | -6.9% | -0.5% |
| 7D | -6.1% | +4.5% | -10.5% | -6.7% |
| 30D | -8.2% | -4.1% | -4.1% | -7.7% |
| 3M | -14.6% | -22.1% | +7.6% | -11.4% |
| 6M | +12.7% | -38.4% | +51.1% | +20.7% |
| YTD | +37.0% | -57.5% | +94.5% | +49.4% |
| 1Y | +45.9% | -71.3% | +117.2% | +57.5% |
| All | +45.9% | -71.4% | +117.3% | +57.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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