+401.6%
CQP vs SPY
+321.4%
+80.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.5% | +3.1% | +3.0% |
| 7D | -1.8% | -0.4% | -1.5% | -1.7% |
| 30D | +3.9% | -1.4% | +5.3% | +4.7% |
| 3M | +8.4% | +3.7% | +4.7% | +5.5% |
| 6M | +13.3% | +13.0% | +0.3% | +3.9% |
| YTD | +36.0% | +12.4% | +23.6% | +25.0% |
| 1Y | +38.3% | +18.5% | +19.8% | +22.4% |
| 3Y | +57.0% | +77.6% | -20.6% | +4.8% |
| 5Y | +128.8% | +81.7% | +47.1% | +48.8% |
| All | +401.6% | +321.4% | +80.2% | +82.3% |
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