+12.3%
QQQ vs C
+23.5%
-11.3%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | +3.6% | +4.2% | -0.5% | +2.2% |
| 30D | -6.7% | +2.0% | -8.7% | -7.3% |
| 3M | -7.0% | -10.1% | +3.1% | -3.9% |
| 6M | -4.7% | +1.0% | -5.7% | -5.3% |
| YTD | +11.1% | +8.5% | +2.6% | +6.5% |
| 1Y | +12.3% | +25.7% | -13.5% | -0.3% |
| All | +12.3% | +23.5% | -11.3% | -0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside C.
Daily Out/Under-Performance
Portfolio return minus C return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × C 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 C 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