-54.8%
CSGP vs QS
-74.4%
+19.6%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -5.2% | +8.0% | +3.0% |
| 7D | +1.3% | -14.0% | +15.4% | +1.7% |
| 30D | +2.8% | -6.4% | +9.2% | +3.0% |
| 3M | -6.3% | -40.3% | +33.9% | -5.9% |
| 6M | -3.2% | -57.5% | +54.3% | -2.4% |
| YTD | -54.0% | -64.7% | +10.7% | -51.3% |
| 1Y | -54.8% | -72.9% | +18.1% | -51.0% |
| All | -54.8% | -74.4% | +19.6% | -51.0% |
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