+83.3%
QQQ vs CF
+68.9%
+14.4%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | +3.6% | +4.8% | -1.1% | +3.8% |
| 30D | -6.7% | +4.7% | -11.4% | -6.5% |
| 3M | -7.0% | +7.4% | -14.5% | -6.8% |
| 6M | -4.7% | +0.6% | -5.3% | -4.4% |
| YTD | +11.1% | +64.1% | -53.1% | +5.6% |
| 1Y | +12.3% | +51.4% | -39.1% | +7.7% |
| 3Y | +83.3% | +67.8% | +15.5% | +68.7% |
| All | +83.3% | +68.9% | +14.4% | +68.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling