+57.6%
CF vs Q
+71.3%
-13.8%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.7% | -4.9% | -3.1% |
| 7D | +6.0% | +0.2% | +5.8% | +6.1% |
| 30D | +14.8% | -11.1% | +26.0% | +13.5% |
| 3M | +14.1% | -22.1% | +36.2% | +12.2% |
| 6M | +28.5% | +0.5% | +28.0% | +34.8% |
| YTD | +74.9% | +47.8% | +27.1% | +76.8% |
| All | +57.6% | +71.3% | -13.8% | +64.1% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 1y: compounded portfolio wealth divided by compounded Q 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…
1y analysis · Full analysis span regression · 6 months rolling