-18.6%
QS vs CG
+56.8%
-75.4%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.2% | +4.2% | +3.4% |
| 7D | +2.2% | -1.3% | +3.5% | +2.9% |
| 30D | -8.1% | -3.2% | -4.9% | -6.7% |
| 3M | -27.0% | +6.2% | -33.2% | -30.9% |
| 6M | -16.4% | -4.7% | -11.8% | -15.2% |
| YTD | -46.4% | -20.6% | -25.7% | -38.9% |
| 1Y | -41.1% | -26.4% | -14.7% | -29.6% |
| 3Y | -18.6% | +55.4% | -74.0% | -53.3% |
| All | -18.6% | +56.8% | -75.4% | -53.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling