+579.5%
CEG vs QS
-78.5%
+658.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -5.4% | +8.0% | +3.2% |
| 7D | +11.8% | -5.0% | +16.8% | +12.4% |
| 30D | -6.5% | -1.4% | -5.1% | -6.5% |
| 3M | -1.2% | -33.6% | +32.4% | +3.0% |
| 6M | -8.0% | -47.6% | +39.5% | -2.6% |
| YTD | -21.9% | -59.6% | +37.7% | -15.6% |
| 1Y | -21.4% | -73.5% | +52.1% | -11.5% |
| 3Y | +130.0% | -23.0% | +153.0% | +117.2% |
| All | +579.5% | -78.5% | +658.1% | +574.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling