+12.3%
QQQ vs CB
+34.9%
-22.6%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.1% | -1.1% | +2.0% |
| 7D | -4.6% | +5.3% | -9.9% | -2.3% |
| 30D | -8.5% | +13.2% | -21.7% | -2.9% |
| 3M | -4.3% | +7.8% | -12.1% | -0.7% |
| 6M | +3.1% | +15.8% | -12.7% | +11.4% |
| YTD | +13.0% | +21.0% | -8.0% | +24.2% |
| 1Y | +12.3% | +32.2% | -19.9% | +28.7% |
| All | +12.3% | +34.9% | -22.6% | +28.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 1y: compounded portfolio wealth divided by compounded CB 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…
1y analysis · Full analysis span regression · 6 months rolling