+1,570.9%
QQQ vs CAG
+81.1%
+1,489.8%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.4% |
| 7D | +0.4% | -3.8% | +4.1% | +1.1% |
| 30D | +0.2% | +3.1% | -2.9% | -0.4% |
| 3M | -2.8% | +23.5% | -26.3% | -7.2% |
| 6M | +18.0% | -14.8% | +32.8% | +21.0% |
| YTD | +17.3% | -5.4% | +22.8% | +17.4% |
| 1Y | +25.6% | -11.8% | +37.4% | +27.2% |
| 3Y | +93.7% | -36.7% | +130.4% | +107.3% |
| 5Y | +94.2% | -40.3% | +134.4% | +108.5% |
| 10Y | +557.9% | -37.0% | +594.9% | +569.2% |
| All | +1,570.9% | +81.1% | +1,489.8% | +1,197.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling