+3,199.5%
CQP vs VT
+374.2%
+2,825.3%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -0.3% | +0.4% | -0.7% | -0.6% |
| 30D | +8.5% | +1.0% | +7.5% | +7.7% |
| 3M | +8.1% | +2.4% | +5.8% | +5.8% |
| 6M | +10.6% | +12.0% | -1.4% | +0.7% |
| YTD | +33.7% | +15.3% | +18.4% | +19.1% |
| 1Y | +34.5% | +22.6% | +11.9% | +14.3% |
| 3Y | +53.9% | +74.7% | -20.7% | +0.4% |
| 5Y | +129.6% | +66.1% | +63.4% | +54.3% |
| 10Y | +386.8% | +225.0% | +161.8% | +98.9% |
| All | +3,199.5% | +374.2% | +2,825.3% | +893.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling