-58.4%
CSGP vs QS
-33.2%
-25.2%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -7.2% | +5.6% | -1.3% |
| 7D | +13.9% | -2.1% | +16.0% | +14.0% |
| 30D | +16.0% | -11.6% | +27.6% | +16.6% |
| 3M | +6.1% | -25.5% | +31.6% | +7.4% |
| 6M | -8.2% | -43.4% | +35.2% | -6.5% |
| YTD | -52.3% | -60.6% | +8.2% | -50.6% |
| 1Y | -54.5% | -75.9% | +21.4% | -51.6% |
| All | -58.4% | -33.2% | -25.2% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling