+94.4%
QQQ vs C
+128.9%
-34.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.2% |
| 7D | +1.5% | +3.2% | -1.7% | +0.2% |
| 30D | -0.6% | +1.3% | -1.9% | -1.3% |
| 3M | +0.4% | +3.1% | -2.7% | -1.2% |
| 6M | +20.1% | +29.6% | -9.6% | +6.9% |
| YTD | +17.2% | +19.0% | -1.7% | +7.6% |
| 1Y | +24.7% | +45.6% | -21.0% | +4.4% |
| 3Y | +96.2% | +269.3% | -173.1% | +5.5% |
| 5Y | +94.4% | +131.6% | -37.2% | +21.7% |
| All | +94.4% | +128.9% | -34.5% | +21.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling