+93.9%
QQQ vs CF
+227.0%
-133.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.2% | +3.4% | +0.4% |
| 7D | +0.4% | +6.0% | -5.7% | 0.0% |
| 30D | +0.2% | +14.8% | -14.6% | -0.6% |
| 3M | -2.8% | +14.1% | -16.9% | -3.7% |
| 6M | +18.0% | +28.5% | -10.5% | +14.5% |
| YTD | +17.3% | +74.9% | -57.6% | +9.8% |
| 1Y | +25.6% | +61.7% | -36.1% | +18.4% |
| 3Y | +93.7% | +80.3% | +13.4% | +78.0% |
| All | +93.9% | +227.0% | -133.1% | +61.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling