+26.5%
CFG vs Q
+66.4%
-39.9%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +6.3% | -7.2% | -1.8% |
| 7D | -0.9% | +0.3% | -1.2% | -1.0% |
| 30D | +1.1% | -9.8% | +10.9% | +2.4% |
| 3M | -12.0% | -12.2% | +0.2% | -10.6% |
| 6M | -2.2% | -21.6% | +19.4% | -0.3% |
| YTD | +11.4% | +43.6% | -32.1% | -0.3% |
| 1Y | +27.8% | +25.7% | +2.2% | +16.8% |
| All | +26.5% | +66.4% | -39.9% | +15.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling