-44.6%
QS vs CG
+108.1%
-152.8%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +1.8% |
| 7D | -2.3% | -4.3% | +2.0% | +0.8% |
| 30D | -0.7% | -5.1% | +4.4% | +2.4% |
| 3M | -39.6% | +8.7% | -48.3% | -44.4% |
| 6M | -21.7% | -9.2% | -12.5% | -17.5% |
| YTD | -47.4% | -18.9% | -28.5% | -40.1% |
| 1Y | -28.4% | -25.6% | -2.7% | -12.9% |
| 3Y | -22.6% | +57.3% | -79.9% | -53.2% |
| 5Y | -75.6% | +10.2% | -85.7% | -80.5% |
| All | -44.6% | +108.1% | -152.8% | -60.8% |
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