+180.6%
CEG vs QS
-19.7%
+200.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.0% | -2.0% | -0.2% |
| 7D | +6.7% | +2.2% | +4.5% | +6.4% |
| 30D | +11.0% | -8.1% | +19.0% | +12.0% |
| 3M | +19.5% | -27.0% | +46.5% | +22.9% |
| 6M | -5.9% | -16.4% | +10.6% | -5.0% |
| YTD | -15.0% | -46.4% | +31.4% | -10.5% |
| 1Y | +0.6% | -41.1% | +41.7% | +4.6% |
| 3Y | +180.6% | -18.6% | +199.2% | +170.5% |
| All | +180.6% | -19.7% | +200.3% | +170.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling