-2.9%
CI vs Q
+66.4%
-69.3%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +6.3% | -8.9% | -2.5% |
| 7D | -1.6% | +0.3% | -1.8% | -1.5% |
| 30D | +5.4% | -9.8% | +15.2% | +5.5% |
| 3M | +7.3% | -12.2% | +19.5% | +7.4% |
| 6M | +5.3% | -21.6% | +26.9% | +5.3% |
| YTD | +8.5% | +43.6% | -35.1% | +1.4% |
| 1Y | +17.1% | +25.7% | -8.6% | +10.2% |
| All | -2.9% | +66.4% | -69.3% | -8.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling