+40.9%
QSR vs CGNX
-25.4%
+66.3%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.1% | -3.5% | +0.3% |
| 7D | -4.0% | +3.2% | -7.2% | -4.3% |
| 30D | +2.8% | +6.0% | -3.2% | +2.2% |
| 3M | +5.1% | +3.5% | +1.5% | +4.3% |
| 6M | +8.8% | +26.3% | -17.5% | +5.6% |
| YTD | +14.8% | +79.2% | -64.4% | +5.1% |
| 1Y | +25.7% | +43.8% | -18.1% | +18.4% |
| 3Y | +27.5% | +52.0% | -24.4% | +15.3% |
| All | +40.9% | -25.4% | +66.3% | +32.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 CGNX 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