+1,481.8%
QQQ vs CCEP
+1,068.4%
+413.4%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.6% | -1.6% |
| 7D | +3.6% | +2.1% | +1.5% | +3.0% |
| 30D | -6.7% | +10.6% | -17.3% | -9.5% |
| 3M | -7.0% | +10.3% | -17.3% | -9.9% |
| 6M | -4.7% | +31.1% | -35.8% | -12.2% |
| YTD | +11.1% | +32.1% | -21.1% | +1.7% |
| 1Y | +12.3% | +32.8% | -20.6% | +2.6% |
| 3Y | +83.3% | +111.3% | -28.0% | +45.5% |
| 5Y | +77.5% | +147.5% | -70.0% | +33.9% |
| 10Y | +528.3% | +338.1% | +190.2% | +293.3% |
| All | +1,481.8% | +1,068.4% | +413.4% | +589.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CCEP.
Daily Out/Under-Performance
Portfolio return minus CCEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCEP 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 CCEP 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