+1,469.9%
QQQ vs CB
+1,993.4%
-523.6%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.2% | -1.2% |
| 7D | -1.5% | +0.7% | -2.2% | -1.8% |
| 30D | -10.2% | +8.2% | -18.4% | -12.6% |
| 3M | -6.3% | +6.3% | -12.6% | -8.4% |
| 6M | -4.9% | +16.2% | -21.1% | -10.5% |
| YTD | +10.2% | +19.3% | -9.1% | +2.5% |
| 1Y | +8.8% | +29.2% | -20.4% | -1.7% |
| 3Y | +81.4% | +71.4% | +9.9% | +46.6% |
| 5Y | +78.5% | +104.2% | -25.8% | +34.5% |
| 10Y | +523.8% | +246.7% | +277.2% | +276.5% |
| All | +1,469.9% | +1,993.4% | -523.6% | +374.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling