+226.8%
CG vs QSR
+218.5%
+8.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.6% |
| 7D | -4.3% | +2.4% | -6.8% | -5.5% |
| 30D | -5.1% | +7.6% | -12.7% | -8.9% |
| 3M | +8.7% | +12.6% | -4.0% | +1.4% |
| 6M | -9.2% | +14.4% | -23.6% | -16.4% |
| YTD | -18.9% | +19.6% | -38.5% | -27.4% |
| 1Y | -25.6% | +33.9% | -59.5% | -37.6% |
| 3Y | +57.3% | +27.1% | +30.2% | +33.0% |
| 5Y | +10.2% | +48.5% | -38.4% | -14.7% |
| 10Y | +364.2% | +126.2% | +238.0% | +175.7% |
| All | +226.8% | +218.5% | +8.3% | +64.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling