+45.9%
CSCO vs QSR
+23.8%
+22.1%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.5% | -4.9% | +0.9% |
| 7D | -6.1% | +5.2% | -11.2% | -5.8% |
| 30D | -8.2% | +12.2% | -20.3% | -7.8% |
| 3M | -14.6% | +7.0% | -21.6% | -14.4% |
| 6M | +12.7% | -0.3% | +13.0% | +15.8% |
| YTD | +37.0% | +18.0% | +19.0% | +35.8% |
| 1Y | +45.9% | +22.6% | +23.3% | +42.4% |
| All | +45.9% | +23.8% | +22.1% | +42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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