-9.6%
CAG vs Q
+29.7%
-39.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.5% | +4.8% | +0.6% |
| 7D | -3.3% | +1.2% | -4.5% | -3.1% |
| 30D | +7.7% | -2.7% | +10.3% | +7.9% |
| 3M | -3.2% | -16.9% | +13.8% | -4.5% |
| 6M | +7.0% | -26.9% | +33.8% | +4.6% |
| YTD | -9.0% | +45.2% | -54.2% | -7.8% |
| 1Y | -9.6% | +38.1% | -47.7% | -8.0% |
| All | -9.6% | +29.7% | -39.3% | -8.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling