+80.8%
CSGP vs QSR
+211.4%
-130.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.1% | -3.6% | -4.2% |
| 7D | +1.3% | +7.3% | -6.0% | -1.5% |
| 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% | -11.2% |
| YTD | -54.6% | +17.0% | -71.5% | -57.3% |
| 1Y | -54.6% | +18.1% | -72.8% | -57.6% |
| 3Y | -60.3% | +28.6% | -89.0% | -64.8% |
| 5Y | -63.3% | +55.8% | -119.1% | -70.0% |
| 10Y | +66.5% | +140.5% | -74.0% | +10.1% |
| All | +80.8% | +211.4% | -130.6% | +9.7% |
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