-28.4%
QS vs CG
-24.3%
-4.1%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +1.4% |
| 7D | -2.3% | -4.3% | +2.0% | 0.0% |
| 30D | -0.7% | -5.1% | +4.4% | +1.7% |
| 3M | -39.6% | +8.7% | -48.3% | -43.4% |
| 6M | -21.7% | -9.2% | -12.5% | -17.3% |
| YTD | -47.4% | -18.9% | -28.5% | -40.4% |
| 1Y | -28.4% | -25.6% | -2.7% | -11.7% |
| All | -28.4% | -24.3% | -4.1% | -11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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