+558.6%
QQQ vs CAG
-36.2%
+594.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +0.9% |
| 7D | -0.6% | -5.7% | +5.1% | +0.1% |
| 30D | -1.2% | -2.4% | +1.2% | -1.0% |
| 3M | -0.2% | +9.8% | -10.0% | -1.5% |
| 6M | +17.9% | -10.8% | +28.8% | +19.3% |
| YTD | +16.6% | -10.8% | +27.5% | +17.7% |
| 1Y | +23.0% | -19.0% | +41.9% | +25.6% |
| 3Y | +92.9% | -39.7% | +132.6% | +103.6% |
| 5Y | +95.6% | -43.0% | +138.6% | +107.1% |
| All | +558.6% | -36.2% | +594.7% | +566.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 10y: compounded portfolio wealth divided by compounded CAG 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…
10y analysis · Full analysis span regression · 6 months rolling