-48.8%
CAG vs QS
-46.4%
-2.4%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.6% | -0.7% |
| 7D | -5.7% | -3.6% | -2.0% | -5.7% |
| 30D | -2.4% | -17.2% | +14.8% | -2.5% |
| 3M | +9.8% | -27.0% | +36.8% | +9.6% |
| 6M | -10.8% | -24.6% | +13.7% | -11.0% |
| YTD | -10.8% | -49.3% | +38.5% | -11.0% |
| 1Y | -19.0% | -40.3% | +21.4% | -19.1% |
| 3Y | -39.7% | -23.8% | -15.9% | -39.7% |
| 5Y | -43.0% | -75.0% | +32.0% | -43.0% |
| All | -48.8% | -46.4% | -2.4% | -48.8% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 10y: compounded portfolio wealth divided by compounded QS 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…
10y analysis · Full analysis span regression · 6 months rolling