-46.5%
CAG vs QS
-43.2%
-3.2%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.0% | -3.4% | -1.4% |
| 7D | -5.3% | +2.2% | -7.5% | -5.3% |
| 30D | +1.0% | -8.1% | +9.1% | +0.9% |
| 3M | +17.4% | -27.0% | +44.4% | +17.2% |
| 6M | -16.8% | -16.4% | -0.4% | -16.9% |
| YTD | -6.8% | -46.4% | +39.6% | -7.0% |
| 1Y | -15.4% | -41.1% | +25.7% | -15.5% |
| 3Y | -37.1% | -18.6% | -18.5% | -37.1% |
| 5Y | -41.3% | -73.0% | +31.8% | -41.2% |
| All | -46.5% | -43.2% | -3.2% | -46.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling