+98.7%
CQP vs VT
+57.5%
+41.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.5% | +3.1% | +2.9% |
| 7D | -4.5% | -0.1% | -4.3% | -4.6% |
| 30D | -3.9% | -3.1% | -0.8% | -2.4% |
| 3M | -9.2% | -3.5% | -5.7% | -7.6% |
| 6M | -0.9% | +0.5% | -1.3% | -2.0% |
| YTD | +18.8% | +10.8% | +8.0% | +9.5% |
| 1Y | +22.9% | +11.9% | +11.1% | +12.5% |
| 3Y | +28.2% | +73.0% | -44.8% | -15.1% |
| 5Y | +98.7% | +58.6% | +40.1% | +32.7% |
| All | +98.7% | +57.5% | +41.2% | +32.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling