+27.3%
CP vs Q
+68.3%
-41.1%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.5% | +3.1% | -0.2% |
| 7D | +2.1% | +1.2% | +1.0% | +2.0% |
| 30D | +9.3% | -2.7% | +12.0% | +9.4% |
| 3M | +0.5% | -16.9% | +17.4% | +1.8% |
| 6M | +10.4% | -26.9% | +37.3% | +13.0% |
| YTD | +28.7% | +45.2% | -16.5% | +19.2% |
| 1Y | +33.2% | +38.1% | -5.0% | +23.0% |
| All | +27.3% | +68.3% | -41.1% | +18.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling