+172.4%
CEG vs QSR
+25.9%
+146.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.1% | -1.5% |
| 7D | +1.3% | -2.4% | +3.7% | +1.7% |
| 30D | +8.8% | +5.7% | +3.2% | +7.9% |
| 3M | +17.0% | +6.9% | +10.0% | +15.5% |
| 6M | -8.7% | +6.9% | -15.6% | -9.8% |
| YTD | -16.4% | +14.9% | -31.3% | -18.4% |
| 1Y | -1.8% | +29.1% | -30.9% | -6.4% |
| All | +172.4% | +25.9% | +146.5% | +158.1% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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