+2,040.6%
QQQ vs CF
+5,948.3%
-3,907.7%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.2% | +3.4% | +0.8% |
| 7D | +0.4% | +6.0% | -5.7% | -0.8% |
| 30D | +0.2% | +14.8% | -14.6% | -2.7% |
| 3M | -2.8% | +14.1% | -16.9% | -5.8% |
| 6M | +18.0% | +28.5% | -10.5% | +9.9% |
| YTD | +17.3% | +74.9% | -57.6% | +2.2% |
| 1Y | +25.6% | +61.7% | -36.1% | +10.9% |
| 3Y | +93.7% | +80.3% | +13.4% | +63.9% |
| 5Y | +94.2% | +226.0% | -131.8% | +38.4% |
| 10Y | +557.9% | +569.9% | -12.0% | +270.9% |
| All | +2,040.6% | +5,948.3% | -3,907.7% | +540.7% |
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 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