+82.9%
CSGP vs QSR
+218.5%
-135.6%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.1% | -2.3% | -2.4% |
| 7D | -4.1% | +2.4% | -6.5% | -5.0% |
| 30D | +2.3% | +7.6% | -5.3% | -0.7% |
| 3M | -8.2% | +12.6% | -20.8% | -12.4% |
| 6M | -35.1% | +14.4% | -49.4% | -38.5% |
| YTD | -54.0% | +19.6% | -73.6% | -57.3% |
| 1Y | -65.3% | +33.9% | -99.2% | -69.2% |
| 3Y | -62.6% | +27.1% | -89.7% | -66.7% |
| 5Y | -64.8% | +48.5% | -113.4% | -70.8% |
| 10Y | +45.1% | +126.2% | -81.1% | -2.3% |
| All | +82.9% | +218.5% | -135.6% | +9.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling