+1,481.8%
QQQ vs CAG
+74.3%
+1,407.5%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.2% | -2.4% | -1.4% |
| 7D | +3.6% | -3.3% | +7.0% | +4.2% |
| 30D | -6.7% | +7.7% | -14.4% | -8.3% |
| 3M | -7.0% | -3.2% | -3.9% | -6.9% |
| 6M | -4.7% | +7.0% | -11.6% | -6.8% |
| YTD | +11.1% | -9.0% | +20.0% | +11.5% |
| 1Y | +12.3% | -9.6% | +21.9% | +12.8% |
| 3Y | +83.3% | -36.0% | +119.3% | +94.8% |
| 5Y | +77.5% | -40.9% | +118.3% | +90.1% |
| 10Y | +528.3% | -37.3% | +565.6% | +536.9% |
| All | +1,481.8% | +74.3% | +1,407.5% | +1,131.6% |
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