-75.6%
QS vs CG
+5.5%
-81.1%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -4.0% | -2.6% | -3.4% |
| 7D | -4.2% | -6.4% | +2.2% | +1.0% |
| 30D | -15.7% | -7.1% | -8.6% | -11.1% |
| 3M | -28.7% | -1.6% | -27.1% | -29.2% |
| 6M | -23.2% | -8.3% | -14.9% | -19.7% |
| YTD | -49.9% | -23.8% | -26.1% | -39.4% |
| 1Y | -38.8% | -28.7% | -10.1% | -22.0% |
| 3Y | -24.0% | +49.2% | -73.2% | -56.4% |
| 5Y | -75.6% | +5.5% | -81.1% | -79.9% |
| All | -75.6% | +5.5% | -81.1% | -79.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling