-29.8%
CG vs Q
+68.3%
-98.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.5% | +4.6% | +1.7% |
| 7D | +0.2% | +1.2% | -1.0% | 0.0% |
| 30D | +11.2% | -2.7% | +13.9% | +11.5% |
| 3M | -22.1% | -16.9% | -5.2% | -19.6% |
| 6M | -17.9% | -26.9% | +8.9% | -13.7% |
| YTD | -31.3% | +45.2% | -76.5% | -39.5% |
| 1Y | -24.0% | +38.1% | -62.1% | -33.5% |
| All | -29.8% | +68.3% | -98.1% | -38.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling