+30.8%
CB vs Q
+66.4%
-35.6%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +6.3% | -8.1% | -1.1% |
| 7D | +0.2% | +0.3% | 0.0% | +0.4% |
| 30D | +9.1% | -9.8% | +18.9% | +8.1% |
| 3M | +3.4% | -12.2% | +15.6% | +2.4% |
| 6M | +14.1% | -21.6% | +35.7% | +12.0% |
| YTD | +18.0% | +43.6% | -25.5% | +20.3% |
| 1Y | +30.1% | +25.7% | +4.5% | +33.5% |
| All | +30.8% | +66.4% | -35.6% | +34.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling