+10.7%
CL vs QQQI
+57.7%
-47.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QQQI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.5% |
| 7D | -2.3% | +0.8% | -3.1% | -2.2% |
| 30D | -5.5% | +0.2% | -5.6% | -5.5% |
| 3M | +0.8% | +2.3% | -1.5% | +1.2% |
| 6M | -4.2% | +11.6% | -15.8% | -3.4% |
| YTD | +13.4% | +11.3% | +2.1% | +14.3% |
| 1Y | +7.1% | +17.4% | -10.4% | +8.1% |
| All | +10.7% | +57.7% | -47.0% | +9.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling