+534.7%
QQQ vs CB
+250.2%
+284.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -1.5% |
| 7D | +3.6% | +2.9% | +0.7% | +2.7% |
| 30D | -6.7% | +7.3% | -14.0% | -8.8% |
| 3M | -7.0% | +9.4% | -16.4% | -9.7% |
| 6M | -4.7% | +19.6% | -24.3% | -10.6% |
| YTD | +11.1% | +21.5% | -10.4% | +3.2% |
| 1Y | +12.3% | +28.0% | -15.7% | +2.3% |
| 3Y | +83.3% | +74.9% | +8.4% | +46.5% |
| 5Y | +77.5% | +108.1% | -30.7% | +31.3% |
| All | +534.7% | +250.2% | +284.5% | +286.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling