+96.2%
QQQ vs CB
+70.7%
+25.5%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.4% | -0.2% |
| 7D | +1.5% | -0.6% | +2.1% | +1.5% |
| 30D | -0.6% | -3.9% | +3.3% | -0.9% |
| 3M | +0.4% | +4.9% | -4.5% | +0.3% |
| 6M | +20.1% | +3.3% | +16.8% | +20.0% |
| YTD | +17.2% | +8.5% | +8.7% | +16.7% |
| 1Y | +24.7% | +22.1% | +2.6% | +22.5% |
| 3Y | +96.2% | +70.1% | +26.0% | +81.8% |
| All | +96.2% | +70.7% | +25.5% | +81.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling