+639.7%
CEG vs QSR
+61.7%
+578.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | +0.6% |
| 7D | +6.7% | +0.1% | +6.6% | +6.6% |
| 30D | +11.0% | +5.9% | +5.0% | +9.3% |
| 3M | +19.5% | +10.5% | +9.0% | +16.2% |
| 6M | -5.9% | +7.7% | -13.6% | -8.0% |
| YTD | -15.0% | +16.8% | -31.8% | -18.7% |
| 1Y | +0.6% | +30.9% | -30.2% | -7.2% |
| 3Y | +180.6% | +28.2% | +152.4% | +154.6% |
| All | +639.7% | +61.7% | +578.0% | +490.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling