+202.9%
CSCO vs QS
-47.4%
+250.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.1% | -1.8% |
| 7D | -1.1% | -5.0% | +3.9% | -0.9% |
| 30D | -10.8% | -18.3% | +7.5% | -10.1% |
| 3M | -9.2% | -26.0% | +16.8% | -8.3% |
| 6M | +39.5% | -24.0% | +63.6% | +40.6% |
| YTD | +41.5% | -50.3% | +91.8% | +44.4% |
| 1Y | +61.0% | -38.0% | +98.9% | +62.2% |
| 3Y | +105.2% | -24.6% | +129.8% | +100.4% |
| 5Y | +113.4% | -75.4% | +188.9% | +109.5% |
| All | +202.9% | -47.4% | +250.3% | +200.3% |
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