-54.6%
CSGP vs QS
-74.7%
+20.0%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +4.1% | -8.8% | -4.8% |
| 7D | +1.3% | +5.4% | -4.2% | +1.2% |
| 30D | +10.7% | -5.3% | +16.0% | +10.6% |
| 3M | +3.3% | -22.6% | +25.9% | +3.2% |
| 6M | -10.3% | -46.2% | +35.8% | -10.7% |
| YTD | -54.6% | -58.9% | +4.4% | -52.7% |
| 1Y | -54.6% | -73.1% | +18.4% | -51.7% |
| All | -54.6% | -74.7% | +20.0% | -51.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling