+1,855.4%
QQQ vs CF
+5,315.1%
-3,459.7%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +1.3% |
| 7D | -5.0% | -3.2% | -1.8% | -4.5% |
| 30D | -13.4% | +4.3% | -17.7% | -14.4% |
| 3M | -8.1% | +2.8% | -10.9% | -9.2% |
| 6M | -5.5% | +0.6% | -6.1% | -6.8% |
| YTD | +7.2% | +56.6% | -49.5% | -5.0% |
| 1Y | +7.8% | +49.6% | -41.8% | -3.7% |
| 3Y | +80.7% | +61.5% | +19.2% | +55.9% |
| 5Y | +69.6% | +124.0% | -54.4% | +30.9% |
| 10Y | +517.8% | +573.2% | -55.4% | +246.5% |
| All | +1,855.4% | +5,315.1% | -3,459.7% | +495.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling