-29.9%
CG vs Q
+66.4%
-96.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +6.3% | -7.0% | -1.7% |
| 7D | -1.2% | +0.3% | -1.5% | -1.2% |
| 30D | +5.0% | -9.8% | +14.8% | +6.8% |
| 3M | -18.2% | -12.2% | -6.0% | -16.7% |
| 6M | -20.7% | -21.6% | +0.9% | -18.2% |
| YTD | -31.4% | +43.6% | -75.0% | -39.4% |
| 1Y | -22.3% | +25.7% | -47.9% | -32.0% |
| All | -29.9% | +66.4% | -96.3% | -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