+24.6%
CP vs Q
+66.4%
-41.8%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +6.3% | -8.0% | -2.1% |
| 7D | +2.8% | +0.3% | +2.5% | +2.7% |
| 30D | +10.2% | -9.8% | +20.0% | +11.0% |
| 3M | +2.4% | -12.2% | +14.6% | +3.2% |
| 6M | +7.7% | -21.6% | +29.3% | +8.9% |
| YTD | +26.0% | +43.6% | -17.6% | +16.8% |
| 1Y | +34.6% | +25.7% | +9.0% | +25.3% |
| All | +24.6% | +66.4% | -41.8% | +16.2% |
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