-63.2%
CSGP vs QS
-56.5%
-6.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +4.1% | -8.8% | -4.9% |
| 7D | +1.3% | +5.4% | -4.2% | +0.9% |
| 30D | +10.7% | -5.3% | +16.0% | +10.9% |
| 3M | +3.3% | -22.6% | +25.9% | +4.7% |
| 6M | -10.3% | -46.2% | +35.8% | -7.7% |
| YTD | -54.6% | -58.9% | +4.4% | -52.6% |
| 1Y | -54.6% | -73.1% | +18.4% | -51.4% |
| 3Y | -60.3% | -27.2% | -33.1% | -62.5% |
| 5Y | -63.3% | -86.2% | +22.9% | -64.0% |
| All | -63.2% | -56.5% | -6.7% | -62.2% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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