+77.1%
QQQ vs CB
+102.8%
-25.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +4.0% | +3.6% |
| 7D | -0.3% | -1.5% | +1.2% | 0.0% |
| 30D | -9.6% | +6.5% | -16.1% | -10.5% |
| 3M | -5.9% | +4.1% | -10.0% | -6.6% |
| 6M | -4.3% | +14.4% | -18.7% | -7.3% |
| YTD | +11.0% | +17.5% | -6.5% | +6.4% |
| 1Y | +11.9% | +27.5% | -15.6% | +4.8% |
| 3Y | +86.7% | +71.6% | +15.1% | +54.1% |
| 5Y | +77.1% | +100.6% | -23.6% | +35.3% |
| All | +77.1% | +102.8% | -25.8% | +35.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling