+69.1%
CSCO vs QS
-36.7%
+105.8%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.9% | +2.4% | +4.2% |
| 7D | +2.7% | -3.6% | +6.3% | +3.0% |
| 30D | -9.5% | -17.2% | +7.8% | -8.0% |
| 3M | -7.6% | -27.0% | +19.4% | -5.5% |
| 6M | +44.9% | -24.6% | +69.5% | +48.1% |
| YTD | +47.7% | -49.3% | +97.0% | +52.3% |
| 1Y | +69.1% | -40.3% | +109.4% | +73.6% |
| All | +69.1% | -36.7% | +105.8% | +73.6% |
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