-0.3%
CI vs Q
+80.0%
-80.3%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.4% | -2.9% | -0.5% |
| 7D | -1.3% | +6.6% | -7.9% | -1.1% |
| 30D | +6.4% | +2.7% | +3.7% | +6.6% |
| 3M | +10.7% | -8.4% | +19.1% | +11.2% |
| 6M | +5.5% | -17.3% | +22.8% | +6.0% |
| YTD | +11.4% | +55.3% | -43.9% | +4.3% |
| 1Y | +15.0% | +31.5% | -16.4% | +9.0% |
| All | -0.3% | +80.0% | -80.3% | -5.7% |
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