-9.3%
CI vs Q
+75.3%
-84.6%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.3% | -4.7% | -2.4% |
| 7D | -2.6% | +6.7% | -9.3% | -2.6% |
| 30D | -2.4% | -10.6% | +8.2% | -2.1% |
| 3M | -4.8% | -14.6% | +9.8% | -4.8% |
| 6M | +2.1% | +12.1% | -9.9% | -1.7% |
| YTD | +1.4% | +51.3% | -49.9% | -5.2% |
| All | -9.3% | +75.3% | -84.6% | -14.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling