+90.9%
QQQ vs CEG
+666.0%
-575.1%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.0% |
| 7D | +3.6% | +12.1% | -8.5% | +1.2% |
| 30D | -6.7% | +0.2% | -7.0% | -7.0% |
| 3M | -7.0% | +0.7% | -7.7% | -7.7% |
| 6M | -4.7% | +2.2% | -6.9% | -6.0% |
| YTD | +11.1% | -20.3% | +31.4% | +14.0% |
| 1Y | +12.3% | -16.1% | +28.4% | +13.8% |
| 3Y | +83.3% | +134.7% | -51.4% | +37.9% |
| All | +90.9% | +666.0% | -575.1% | +16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CEG.
Daily Out/Under-Performance
Portfolio return minus CEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CEG 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 10y: compounded portfolio wealth divided by compounded CEG 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…
10y analysis · Full analysis span regression · 6 months rolling