+56.5%
COF vs QQQI
+57.7%
-1.2%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QQQI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | -0.3% |
| 7D | -5.1% | -0.3% | -4.8% | -4.8% |
| 30D | -6.0% | -0.3% | -5.7% | -5.7% |
| 3M | +14.8% | +1.3% | +13.5% | +12.7% |
| 6M | +15.3% | +11.5% | +3.8% | +1.2% |
| YTD | -13.0% | +11.3% | -24.3% | -23.4% |
| 1Y | -5.7% | +16.9% | -22.6% | -21.6% |
| All | +56.5% | +57.7% | -1.2% | +1.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling