-63.7%
CSGP vs QSR
+57.8%
-121.5%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +1.0% | +0.2% |
| 7D | -6.1% | -3.9% | -2.2% | -4.1% |
| 30D | +0.3% | +5.9% | -5.6% | -2.4% |
| 3M | -1.3% | +1.7% | -3.0% | -2.1% |
| 6M | -8.9% | -1.9% | -7.1% | -8.2% |
| YTD | -55.2% | +13.6% | -68.9% | -58.0% |
| 1Y | -56.4% | +13.1% | -69.5% | -59.1% |
| 3Y | -62.2% | +21.8% | -84.0% | -67.2% |
| 5Y | -63.7% | +57.2% | -120.9% | -75.2% |
| All | -63.7% | +57.8% | -121.5% | -75.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling