+3.7%
CG vs QSR
+40.6%
-36.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.7% | -2.0% |
| 7D | -9.8% | -4.7% | -5.1% | -7.3% |
| 30D | -10.3% | +4.3% | -14.6% | -12.5% |
| 3M | -1.7% | +5.4% | -7.1% | -5.1% |
| 6M | -9.8% | +8.2% | -18.0% | -14.7% |
| YTD | -25.6% | +14.1% | -39.7% | -32.4% |
| 1Y | -32.5% | +28.1% | -60.6% | -43.3% |
| 3Y | +45.6% | +25.3% | +20.4% | +18.5% |
| 5Y | +3.7% | +40.4% | -36.7% | -27.3% |
| All | +3.7% | +40.6% | -36.9% | -27.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling