+29.8%
CL vs Q
+56.5%
-26.6%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -7.4% | +7.3% | -0.7% |
| 7D | +5.9% | -10.3% | +16.2% | +5.0% |
| 30D | +13.8% | -17.7% | +31.4% | +12.4% |
| 3M | +6.4% | -18.8% | +25.2% | +5.1% |
| 6M | +15.6% | -24.8% | +40.4% | +13.5% |
| YTD | +27.9% | +35.0% | -7.1% | +29.2% |
| 1Y | +31.4% | +10.7% | +20.7% | +34.0% |
| All | +29.8% | +56.5% | -26.6% | +32.1% |
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