+305.2%
CG vs QSR
+135.2%
+170.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.3% | -2.0% |
| 7D | -9.9% | -4.0% | -5.9% | -7.8% |
| 30D | -11.7% | +2.8% | -14.4% | -13.1% |
| 3M | -4.3% | +5.1% | -9.4% | -7.4% |
| 6M | -8.8% | +8.8% | -17.6% | -13.8% |
| YTD | -26.9% | +14.8% | -41.7% | -33.4% |
| 1Y | -35.4% | +25.7% | -61.1% | -44.3% |
| 3Y | +43.0% | +27.5% | +15.5% | +19.4% |
| 5Y | +1.9% | +41.3% | -39.4% | -20.3% |
| All | +305.2% | +135.2% | +170.0% | +150.2% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 10y: compounded portfolio wealth divided by compounded QSR 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…
10y analysis · Full analysis span regression · 6 months rolling