+475.7%
CSCO vs QSR
+211.0%
+264.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.3% | +0.7% |
| 7D | -0.5% | +0.1% | -0.6% | -0.6% |
| 30D | -10.1% | +5.9% | -16.0% | -11.8% |
| 3M | -11.7% | +10.5% | -22.2% | -14.8% |
| 6M | +40.1% | +7.7% | +32.4% | +35.8% |
| YTD | +43.8% | +16.8% | +27.0% | +35.8% |
| 1Y | +66.6% | +30.9% | +35.7% | +51.4% |
| 3Y | +108.5% | +28.2% | +80.3% | +87.8% |
| 5Y | +114.0% | +45.0% | +69.0% | +83.2% |
| 10Y | +366.8% | +127.3% | +239.5% | +236.2% |
| All | +475.7% | +211.0% | +264.8% | +285.7% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling