+318.7%
CQP vs SPY
+307.0%
+11.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.0% | +0.9% |
| 7D | +7.8% | +2.6% | +5.2% | +6.1% |
| 30D | +0.7% | -2.0% | +2.6% | +1.6% |
| 3M | -6.9% | -2.8% | -4.1% | -5.6% |
| 6M | +1.1% | +2.1% | -1.1% | -1.0% |
| YTD | +21.9% | +11.5% | +10.4% | +12.3% |
| 1Y | +25.1% | +13.5% | +11.6% | +13.8% |
| 3Y | +28.6% | +77.7% | -49.1% | -14.2% |
| 5Y | +102.1% | +72.6% | +29.5% | +35.8% |
| All | +318.7% | +307.0% | +11.7% | +70.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling