-60.3%
CSGP vs QSR
+27.3%
-87.7%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.1% | -3.6% | -4.2% |
| 7D | +1.3% | +7.3% | -6.0% | -1.6% |
| 30D | +10.7% | +11.9% | -1.2% | +6.0% |
| 3M | +3.3% | +7.5% | -4.2% | +0.4% |
| 6M | -10.3% | +2.5% | -12.8% | -11.4% |
| YTD | -54.6% | +17.0% | -71.5% | -57.0% |
| 1Y | -54.6% | +18.1% | -72.8% | -57.2% |
| 3Y | -60.3% | +28.6% | -89.0% | -65.9% |
| All | -60.3% | +27.3% | -87.7% | -65.9% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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