+1,564.8%
QQQ vs CAH
+974.8%
+590.0%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | +1.0% | -2.2% | +3.2% | +1.6% |
| 30D | -0.6% | +1.2% | -1.8% | -1.1% |
| 3M | +1.3% | +13.1% | -11.8% | -2.6% |
| 6M | +18.1% | +8.5% | +9.7% | +14.6% |
| YTD | +16.9% | +17.6% | -0.7% | +10.3% |
| 1Y | +24.0% | +60.7% | -36.7% | +5.8% |
| 3Y | +95.6% | +183.2% | -87.5% | +38.5% |
| 5Y | +94.5% | +402.2% | -307.7% | +13.9% |
| 10Y | +571.7% | +302.3% | +269.4% | +292.2% |
| All | +1,564.8% | +974.8% | +590.0% | +541.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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