+22.9%
CQP vs VT
+12.5%
+10.5%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.5% | +3.1% | +2.5% |
| 7D | -4.5% | -0.1% | -4.3% | -4.5% |
| 30D | -3.9% | -3.1% | -0.8% | -4.4% |
| 3M | -9.2% | -3.5% | -5.7% | -9.9% |
| 6M | -0.9% | +0.5% | -1.3% | -0.6% |
| YTD | +18.8% | +10.8% | +8.0% | +21.5% |
| 1Y | +22.9% | +11.9% | +11.1% | +25.7% |
| All | +22.9% | +12.5% | +10.5% | +25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 1y: compounded portfolio wealth divided by compounded VT 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…
1y analysis · Full analysis span regression · 6 months rolling