-21.0%
CG vs Q
+25.9%
-46.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.3% | -1.2% |
| 7D | +2.0% | +4.0% | -2.0% | +1.2% |
| 30D | +8.5% | -2.3% | +10.9% | +8.8% |
| 3M | -12.1% | -7.9% | -4.2% | -11.2% |
| 6M | -16.4% | -16.0% | -0.5% | -14.9% |
| YTD | -28.0% | +51.7% | -79.7% | -39.4% |
| All | -21.0% | +25.9% | -46.9% | -30.6% |
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