+607.3%
CEG vs QS
-73.6%
+680.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.8% | -1.9% | -2.6% |
| 7D | +0.3% | -5.0% | +5.3% | +0.9% |
| 30D | +2.9% | -18.3% | +21.2% | +5.1% |
| 3M | +18.2% | -26.0% | +44.2% | +21.3% |
| 6M | -9.5% | -24.0% | +14.5% | -7.8% |
| YTD | -18.7% | -50.3% | +31.6% | -13.8% |
| 1Y | -10.1% | -38.0% | +27.8% | -7.3% |
| 3Y | +168.3% | -24.6% | +192.9% | +153.4% |
| All | +607.3% | -73.6% | +680.9% | +587.7% |
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