+40.5%
CSCO vs QS
-75.8%
+116.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -7.8% | +9.1% | +2.5% |
| 7D | +6.6% | -5.6% | +12.2% | +7.4% |
| 30D | -11.3% | -5.8% | -5.5% | -10.7% |
| 3M | -17.3% | -39.2% | +21.9% | -10.4% |
| 6M | +3.5% | -53.9% | +57.4% | +16.7% |
| YTD | +34.9% | -62.8% | +97.6% | +52.9% |
| 1Y | +40.5% | -73.5% | +114.0% | +59.7% |
| All | +40.5% | -75.8% | +116.2% | +59.7% |
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