-63.5%
CSGP vs QS
-54.8%
-8.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.6% | -0.3% | -2.8% |
| 7D | -3.2% | +8.0% | -11.2% | -3.6% |
| 30D | +2.2% | -2.8% | +5.1% | +2.3% |
| 3M | -3.7% | -28.1% | +24.5% | -1.9% |
| 6M | -7.4% | -41.0% | +33.5% | -5.3% |
| YTD | -54.9% | -57.3% | +2.4% | -53.0% |
| 1Y | -54.9% | -72.7% | +17.8% | -51.7% |
| 3Y | -61.9% | -18.6% | -43.3% | -64.3% |
| 5Y | -63.1% | -87.0% | +23.9% | -63.8% |
| All | -63.5% | -54.8% | -8.7% | -62.6% |
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