-61.4%
CSGP vs QS
-87.0%
+25.6%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -7.2% | +5.6% | -0.9% |
| 7D | +13.9% | -2.1% | +16.0% | +14.1% |
| 30D | +16.0% | -11.6% | +27.6% | +17.3% |
| 3M | +6.1% | -25.5% | +31.6% | +8.9% |
| 6M | -8.2% | -43.4% | +35.2% | -4.3% |
| YTD | -52.3% | -60.6% | +8.2% | -48.6% |
| 1Y | -54.5% | -75.9% | +21.4% | -48.2% |
| 3Y | -58.6% | -32.5% | -26.1% | -63.7% |
| All | -61.4% | -87.0% | +25.6% | -59.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling