+114.8%
CSCO vs QS
-74.8%
+189.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.6% | +6.9% | +0.7% |
| 7D | 0.0% | -4.2% | +4.2% | +0.2% |
| 30D | -10.7% | -15.7% | +5.0% | -9.8% |
| 3M | -8.7% | -28.7% | +19.9% | -7.1% |
| 6M | +44.9% | -23.2% | +68.1% | +46.6% |
| YTD | +44.1% | -49.9% | +94.0% | +49.0% |
| 1Y | +65.9% | -38.8% | +104.7% | +67.7% |
| 3Y | +109.0% | -24.0% | +133.0% | +98.9% |
| 5Y | +114.8% | -75.6% | +190.4% | +104.4% |
| All | +114.8% | -74.8% | +189.6% | +104.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling