+12.3%
QQQ vs CFG
+34.2%
-22.0%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.4% | -1.4% | +0.4% |
| 7D | -4.6% | +1.8% | -6.4% | -5.0% |
| 30D | -8.5% | +3.3% | -11.8% | -9.2% |
| 3M | -4.3% | -9.8% | +5.5% | -2.1% |
| 6M | +3.1% | +5.2% | -2.1% | +1.4% |
| YTD | +13.0% | +16.1% | -3.1% | +7.0% |
| 1Y | +12.3% | +33.7% | -21.4% | +0.7% |
| All | +12.3% | +34.2% | -22.0% | +0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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