+122.0%
CSCO vs QSR
+40.5%
+81.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.6% | +3.8% | +4.2% |
| 7D | +2.7% | -4.0% | +6.7% | +3.8% |
| 30D | -9.5% | +2.8% | -12.2% | -10.3% |
| 3M | -7.6% | +5.1% | -12.7% | -9.3% |
| 6M | +44.9% | +8.8% | +36.1% | +40.1% |
| YTD | +47.7% | +14.8% | +32.9% | +40.3% |
| 1Y | +69.1% | +25.7% | +43.4% | +55.4% |
| 3Y | +113.5% | +27.5% | +86.0% | +89.8% |
| All | +122.0% | +40.5% | +81.4% | +80.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling