+639.5%
CEG vs QS
-72.1%
+711.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.6% | +4.3% | +4.8% |
| 7D | +8.0% | -2.3% | +10.3% | +8.3% |
| 30D | +12.9% | -0.7% | +13.7% | +13.0% |
| 3M | +13.2% | -39.6% | +52.8% | +18.5% |
| 6M | -7.0% | -21.7% | +14.7% | -5.5% |
| YTD | -15.0% | -47.4% | +32.4% | -10.4% |
| 1Y | -2.7% | -28.4% | +25.6% | -1.4% |
| 3Y | +184.1% | -22.6% | +206.7% | +167.4% |
| All | +639.5% | -72.1% | +711.5% | +614.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling