-62.8%
CSGP vs QS
-62.6%
-0.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -5.2% | +8.0% | +3.2% |
| 7D | +1.3% | -14.0% | +15.4% | +2.2% |
| 30D | +2.8% | -6.4% | +9.2% | +3.1% |
| 3M | -6.3% | -40.3% | +33.9% | -3.5% |
| 6M | -3.2% | -57.5% | +54.3% | +1.2% |
| YTD | -54.0% | -64.7% | +10.7% | -51.5% |
| 1Y | -54.8% | -72.9% | +18.1% | -51.7% |
| 3Y | -60.6% | -33.5% | -27.1% | -62.6% |
| 5Y | -62.6% | -90.5% | +27.9% | -62.9% |
| All | -62.8% | -62.6% | -0.1% | -61.4% |
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