+123.4%
CSCO vs QQQI
+57.7%
+65.7%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QQQI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.5% | +0.4% |
| 7D | 0.0% | +0.8% | -0.9% | -0.7% |
| 30D | -10.7% | +0.2% | -10.9% | -10.9% |
| 3M | -8.7% | +2.3% | -11.1% | -10.5% |
| 6M | +44.9% | +11.6% | +33.3% | +33.5% |
| YTD | +44.1% | +11.3% | +32.8% | +33.3% |
| 1Y | +65.9% | +17.4% | +48.4% | +47.5% |
| All | +123.4% | +57.7% | +65.7% | +64.8% |
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