+94.4%
QQQ vs CB
+98.8%
-4.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.4% | +0.2% |
| 7D | +1.5% | -0.6% | +2.1% | +1.6% |
| 30D | -0.6% | -3.9% | +3.3% | 0.0% |
| 3M | +0.4% | +4.9% | -4.5% | -1.1% |
| 6M | +20.1% | +3.3% | +16.8% | +18.5% |
| YTD | +17.2% | +8.5% | +8.7% | +14.0% |
| 1Y | +24.7% | +22.1% | +2.6% | +17.0% |
| 3Y | +96.2% | +70.1% | +26.0% | +59.7% |
| 5Y | +94.4% | +97.4% | -3.0% | +48.6% |
| All | +94.4% | +98.8% | -4.5% | +48.6% |
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