+2,685.9%
CQP vs VT
+345.0%
+2,340.9%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.1% | +5.0% | +3.8% |
| 7D | -13.2% | -4.2% | -9.0% | -10.8% |
| 30D | -9.3% | -5.8% | -3.5% | -5.7% |
| 3M | -8.4% | -5.2% | -3.1% | -5.2% |
| 6M | -10.2% | +0.1% | -10.3% | -11.2% |
| YTD | +12.9% | +8.2% | +4.7% | +4.8% |
| 1Y | +18.8% | +10.1% | +8.6% | +8.8% |
| 3Y | +18.6% | +69.7% | -51.1% | -21.3% |
| 5Y | +86.7% | +53.4% | +33.3% | +32.4% |
| 10Y | +311.5% | +219.2% | +92.3% | +69.6% |
| All | +2,685.9% | +345.0% | +2,340.9% | +774.4% |
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