-33.5%
CQTM price history and return analytics
+0.8%
-34.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +2.6% | +3.8% | -1.4% |
| 7D | +10.4% | +0.4% | +10.0% | +9.2% |
| 30D | -13.6% | -2.6% | -11.0% | -5.3% |
| 3M | -28.3% | -3.2% | -25.1% | -19.4% |
| All | -33.5% | +0.8% | -34.4% | -32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 6mo: compounded portfolio wealth divided by compounded VT 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…
6mo analysis · Full analysis span regression · 6 months rolling