+393.6%
CQP vs SPY
+318.9%
+74.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.2% |
| 7D | +0.6% | -2.0% | +2.6% | +1.8% |
| 30D | +3.3% | -1.7% | +5.0% | +4.3% |
| 3M | +5.3% | +4.7% | +0.6% | +1.9% |
| 6M | +12.1% | +12.5% | -0.4% | +3.0% |
| YTD | +33.8% | +11.7% | +22.1% | +23.5% |
| 1Y | +36.9% | +17.5% | +19.4% | +21.9% |
| 3Y | +54.5% | +76.6% | -22.0% | +3.6% |
| 5Y | +133.9% | +82.0% | +51.9% | +51.9% |
| All | +393.6% | +318.9% | +74.7% | +80.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded SPY 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling