+19.6%
CME vs QQQI
+8.3%
+11.2%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QQQI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.0% | +0.4% | +1.8% |
| 7D | +4.8% | -4.2% | +9.1% | +3.0% |
| 30D | +14.2% | -7.1% | +21.2% | +11.0% |
| 3M | +17.9% | -2.7% | +20.6% | +16.7% |
| 6M | +7.2% | +2.0% | +5.3% | +7.9% |
| YTD | +16.7% | +8.2% | +8.5% | +18.9% |
| 1Y | +19.6% | +8.9% | +10.7% | +22.1% |
| All | +19.6% | +8.3% | +11.2% | +22.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling