+170.7%
CSCO vs QS
-62.6%
+233.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -5.2% | -1.1% | -6.0% |
| 7D | +1.9% | -14.0% | +15.9% | +2.5% |
| 30D | -15.8% | -6.4% | -9.5% | -15.7% |
| 3M | -15.4% | -40.3% | +24.9% | -13.8% |
| 6M | -5.4% | -57.5% | +52.1% | -2.6% |
| YTD | +26.5% | -64.7% | +91.1% | +30.7% |
| 1Y | +25.9% | -72.9% | +98.8% | +31.1% |
| 3Y | +97.5% | -33.5% | +131.0% | +94.4% |
| 5Y | +93.0% | -90.5% | +183.5% | +92.9% |
| All | +170.7% | -62.6% | +233.3% | +171.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling