+191.9%
QSR vs CGNX
+239.0%
-47.0%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.1% | -3.5% | 0.0% |
| 7D | -4.0% | +3.2% | -7.2% | -4.5% |
| 30D | +2.8% | +6.0% | -3.2% | +1.7% |
| 3M | +5.1% | +3.5% | +1.5% | +3.8% |
| 6M | +8.8% | +26.3% | -17.5% | +3.5% |
| YTD | +14.8% | +79.2% | -64.4% | +0.6% |
| 1Y | +25.7% | +43.8% | -18.1% | +14.0% |
| 3Y | +27.5% | +52.0% | -24.4% | +10.7% |
| 5Y | +41.3% | -24.0% | +65.3% | +38.1% |
| 10Y | +133.8% | +189.1% | -55.3% | +65.9% |
| All | +191.9% | +239.0% | -47.0% | +96.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling