+207.8%
CSCO vs QS
-43.2%
+251.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.0% | -2.0% | -0.1% |
| 7D | -0.5% | +2.2% | -2.7% | -0.6% |
| 30D | -10.1% | -8.1% | -2.0% | -9.8% |
| 3M | -11.7% | -27.0% | +15.3% | -10.8% |
| 6M | +40.1% | -16.4% | +56.5% | +40.7% |
| YTD | +43.8% | -46.4% | +90.1% | +46.4% |
| 1Y | +66.6% | -41.1% | +107.7% | +68.0% |
| 3Y | +108.5% | -18.6% | +127.1% | +103.1% |
| 5Y | +114.0% | -73.0% | +187.0% | +109.3% |
| All | +207.8% | -43.2% | +251.0% | +204.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling