+475.9%
CSCO vs QSR
+218.5%
+257.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.7% | +0.6% |
| 7D | -0.7% | +2.4% | -3.1% | -1.4% |
| 30D | -10.1% | +7.6% | -17.7% | -12.2% |
| 3M | -15.7% | +12.6% | -28.3% | -19.1% |
| 6M | +36.3% | +14.4% | +21.9% | +29.6% |
| YTD | +43.8% | +19.6% | +24.2% | +34.9% |
| 1Y | +63.9% | +33.9% | +30.1% | +48.0% |
| 3Y | +104.4% | +27.1% | +77.2% | +84.7% |
| 5Y | +111.4% | +48.5% | +62.8% | +79.6% |
| 10Y | +361.7% | +126.2% | +235.5% | +232.9% |
| All | +475.9% | +218.5% | +257.4% | +283.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling