+21.0%
C vs Q
+66.4%
-45.3%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.3% | -5.8% | -0.8% |
| 7D | -2.4% | +0.3% | -2.7% | -2.5% |
| 30D | -6.0% | -9.8% | +3.8% | -4.1% |
| 3M | -10.5% | -12.2% | +1.7% | -8.5% |
| 6M | -5.7% | -21.6% | +15.9% | -2.5% |
| YTD | +4.1% | +43.6% | -39.4% | -5.7% |
| 1Y | +20.5% | +25.7% | -5.2% | +11.0% |
| All | +21.0% | +66.4% | -45.3% | +11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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