-14.3%
CAG vs Q
+75.4%
-89.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.7% | -1.0% | -2.9% |
| 7D | -5.9% | +4.1% | -10.0% | -5.5% |
| 30D | -1.5% | -10.7% | +9.2% | -2.6% |
| 3M | +11.5% | -11.7% | +23.1% | +9.6% |
| 6M | -15.7% | +8.3% | -24.0% | -17.0% |
| YTD | -10.2% | +51.3% | -61.5% | -9.8% |
| All | -14.3% | +75.4% | -89.6% | -13.7% |
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