+24.7%
QQQ vs CF
+60.9%
-36.3%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | 0.0% |
| 7D | +1.5% | -0.9% | +2.5% | +1.4% |
| 30D | -0.6% | +18.1% | -18.7% | +1.5% |
| 3M | +0.4% | +23.4% | -22.9% | +3.2% |
| 6M | +20.1% | +17.1% | +3.0% | +22.0% |
| YTD | +17.2% | +76.2% | -59.0% | +18.4% |
| 1Y | +24.7% | +62.3% | -37.6% | +27.5% |
| All | +24.7% | +60.9% | -36.3% | +27.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling