+556.7%
QQQ vs CF
+589.1%
-32.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.2% |
| 7D | +1.5% | -0.9% | +2.5% | +1.6% |
| 30D | -0.6% | +18.1% | -18.7% | -3.2% |
| 3M | +0.4% | +23.4% | -22.9% | -3.1% |
| 6M | +20.1% | +17.1% | +3.0% | +15.3% |
| YTD | +17.2% | +76.2% | -59.0% | +4.4% |
| 1Y | +24.7% | +62.3% | -37.6% | +12.4% |
| 3Y | +96.2% | +71.8% | +24.3% | +72.0% |
| 5Y | +94.4% | +234.6% | -140.2% | +42.1% |
| 10Y | +556.7% | +574.3% | -17.6% | +319.4% |
| All | +556.7% | +589.1% | -32.4% | +319.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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