-11.8%
CAG vs QSR
+33.2%
-45.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | -3.8% | +2.4% | -6.2% | -4.4% |
| 30D | +3.1% | +7.6% | -4.5% | +1.2% |
| 3M | +23.5% | +12.6% | +10.8% | +20.3% |
| 6M | -14.8% | +14.4% | -29.2% | -17.6% |
| YTD | -5.4% | +19.6% | -25.1% | -9.4% |
| 1Y | -11.8% | +33.9% | -45.7% | -18.4% |
| All | -11.8% | +33.2% | -45.0% | -18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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