-6.5%
COF vs QQQI
+2.7%
-9.2%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QQQI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.7% | +4.5% | +2.3% |
| 7D | -2.3% | -8.5% | +6.2% | +3.1% |
| 30D | +4.1% | -12.7% | +16.8% | +13.6% |
| 3M | -7.7% | -7.7% | 0.0% | -3.4% |
| 6M | +8.3% | -4.6% | +12.9% | +8.7% |
| YTD | -14.9% | +2.1% | -17.0% | -20.8% |
| 1Y | -6.5% | +2.1% | -8.6% | -12.9% |
| All | -6.5% | +2.7% | -9.2% | -12.9% |
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 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