-60.8%
QS vs CG
+74.4%
-135.2%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -4.3% | -3.6% | -4.6% |
| 7D | -5.6% | -1.5% | -4.1% | -4.3% |
| 30D | -5.8% | +5.7% | -11.5% | -9.2% |
| 3M | -39.2% | -17.9% | -21.3% | -29.7% |
| 6M | -53.9% | -20.2% | -33.7% | -46.2% |
| YTD | -62.8% | -32.0% | -30.8% | -51.4% |
| 1Y | -73.5% | -27.0% | -46.5% | -67.3% |
| 3Y | -29.1% | +42.8% | -71.8% | -54.2% |
| 5Y | -90.0% | -23.4% | -66.6% | -90.5% |
| All | -60.8% | +74.4% | -135.2% | -68.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling