+47.4%
CME vs QQQI
+57.7%
-10.2%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QQQI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.7% |
| 7D | -1.6% | -0.3% | -1.2% | -1.7% |
| 30D | +5.6% | -0.3% | +5.9% | +5.5% |
| 3M | +5.6% | +1.3% | +4.2% | +6.0% |
| 6M | -8.3% | +11.5% | -19.8% | -6.6% |
| YTD | +4.3% | +11.3% | -6.9% | +6.2% |
| 1Y | +9.1% | +16.9% | -7.8% | +11.7% |
| All | +47.4% | +57.7% | -10.2% | +52.9% |
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