+137.6%
CEG vs QQQI
+57.7%
+79.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QQQI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -1.7% |
| 7D | -4.8% | -0.3% | -4.4% | -4.3% |
| 30D | +2.3% | -0.3% | +2.6% | +2.7% |
| 3M | +15.6% | +1.3% | +14.3% | +12.3% |
| 6M | -5.0% | +11.5% | -16.5% | -21.2% |
| YTD | -19.0% | +11.3% | -30.3% | -32.5% |
| 1Y | -10.0% | +16.9% | -26.8% | -30.4% |
| All | +137.6% | +57.7% | +79.9% | +30.4% |
Cumulative growth
Daily Returns
Daily percentage return beside QQQI.
Daily Out/Under-Performance
Portfolio return minus QQQI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QQQI 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 QQQI 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