+93.2%
QQQ vs CEG
+672.0%
-578.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.8% | -3.1% | -0.9% |
| 7D | +6.4% | +17.8% | -11.5% | +2.9% |
| 30D | -7.5% | -4.5% | -2.9% | -6.8% |
| 3M | -4.8% | +1.5% | -6.3% | -5.6% |
| 6M | -2.5% | -3.5% | +1.0% | -2.8% |
| YTD | +12.4% | -19.7% | +32.1% | +15.2% |
| 1Y | +11.3% | -19.8% | +31.1% | +13.9% |
| 3Y | +85.0% | +136.4% | -51.5% | +38.9% |
| All | +93.2% | +672.0% | -578.8% | +18.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling