+52.9%
CQP vs SPY
+78.7%
-25.8%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.7% |
| 7D | -3.2% | +0.5% | -3.7% | -3.4% |
| 30D | +5.2% | -0.9% | +6.2% | +5.6% |
| 3M | +6.8% | +3.9% | +2.9% | +4.8% |
| 6M | +11.0% | +14.5% | -3.5% | +3.8% |
| YTD | +32.5% | +12.9% | +19.5% | +24.7% |
| 1Y | +34.6% | +19.4% | +15.2% | +22.5% |
| 3Y | +52.9% | +78.5% | -25.5% | +17.7% |
| All | +52.9% | +78.7% | -25.8% | +17.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling