-42.0%
CQTM vs SPY
+4.1%
-46.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.7% | -3.0% |
| 7D | -8.8% | +2.6% | -11.4% | -15.8% |
| 30D | -14.5% | -2.0% | -12.5% | -8.2% |
| 3M | -40.7% | -2.8% | -37.9% | -34.1% |
| 6M | -40.5% | +2.1% | -42.7% | -43.7% |
| All | -42.0% | +4.1% | -46.1% | -48.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling