+38.9%
CFG vs Q
+75.3%
-36.4%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.3% | -3.4% | -1.5% |
| 7D | +2.7% | +6.7% | -4.1% | +1.6% |
| 30D | -3.7% | -10.6% | +6.9% | -2.1% |
| 3M | +9.5% | -14.6% | +24.1% | +10.8% |
| 6M | +22.2% | +12.1% | +10.2% | +15.3% |
| YTD | +22.3% | +51.3% | -28.9% | +9.0% |
| All | +38.9% | +75.3% | -36.4% | +26.6% |
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