+33.7%
CFG vs Q
+19.7%
+14.0%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.5% | +2.4% |
| 7D | +1.8% | -3.3% | +5.0% | +2.2% |
| 30D | +3.3% | -9.7% | +13.0% | +4.7% |
| 3M | -9.8% | -16.1% | +6.3% | -7.8% |
| 6M | +5.2% | -15.7% | +20.9% | +5.7% |
| YTD | +16.1% | +45.7% | -29.6% | +3.3% |
| 1Y | +33.7% | +18.0% | +15.7% | +24.4% |
| All | +33.7% | +19.7% | +14.0% | +24.4% |
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