+593.1%
CEG vs QSR
+57.2%
+535.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | +12.1% | -2.9% | +15.0% | +12.7% |
| 30D | +0.2% | +4.1% | -3.9% | -0.9% |
| 3M | +0.7% | -0.7% | +1.4% | +0.5% |
| 6M | +2.2% | +0.4% | +1.8% | +1.6% |
| YTD | -20.3% | +13.5% | -33.9% | -23.6% |
| 1Y | -16.1% | +11.0% | -27.1% | -19.1% |
| 3Y | +134.7% | +22.0% | +112.7% | +115.9% |
| All | +593.1% | +57.2% | +535.8% | +455.5% |
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