+379.9%
CSCO vs QSR
+135.2%
+244.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.6% | +3.8% | +4.2% |
| 7D | +2.7% | -4.0% | +6.7% | +4.0% |
| 30D | -9.5% | +2.8% | -12.2% | -10.4% |
| 3M | -7.6% | +5.1% | -12.7% | -9.5% |
| 6M | +44.9% | +8.8% | +36.1% | +39.9% |
| YTD | +47.7% | +14.8% | +32.9% | +40.1% |
| 1Y | +69.1% | +25.7% | +43.4% | +55.4% |
| 3Y | +113.5% | +27.5% | +86.0% | +92.1% |
| 5Y | +122.8% | +41.3% | +81.5% | +91.2% |
| All | +379.9% | +135.2% | +244.8% | +261.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling