+571.7%
QQQ vs CB
+219.8%
+351.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | +1.0% | -0.5% | +1.5% | +1.1% |
| 30D | -0.6% | -3.1% | +2.4% | +0.2% |
| 3M | +1.3% | +4.2% | -2.9% | -0.6% |
| 6M | +18.1% | +4.7% | +13.4% | +15.4% |
| YTD | +16.9% | +8.8% | +8.1% | +12.4% |
| 1Y | +24.0% | +22.6% | +1.4% | +14.1% |
| 3Y | +95.6% | +70.6% | +25.0% | +56.6% |
| 5Y | +94.5% | +99.4% | -4.9% | +45.2% |
| 10Y | +571.7% | +223.5% | +348.3% | +310.1% |
| All | +571.7% | +219.8% | +351.9% | +310.1% |
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