-61.4%
CSGP vs QS
-58.3%
-3.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -7.2% | +5.6% | -1.2% |
| 7D | +13.9% | -2.1% | +16.0% | +14.0% |
| 30D | +16.0% | -11.6% | +27.6% | +16.8% |
| 3M | +6.1% | -25.5% | +31.6% | +7.8% |
| 6M | -8.2% | -43.4% | +35.2% | -5.8% |
| YTD | -52.3% | -60.6% | +8.2% | -50.1% |
| 1Y | -54.5% | -75.9% | +21.4% | -50.9% |
| 3Y | -58.6% | -32.5% | -26.1% | -60.7% |
| 5Y | -61.5% | -86.8% | +25.2% | -62.1% |
| All | -61.4% | -58.3% | -3.2% | -60.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling