+571.7%
QQQ vs CFG
+308.1%
+263.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | 0.0% |
| 7D | +1.0% | -0.6% | +1.6% | +1.2% |
| 30D | -0.6% | -4.5% | +3.9% | +0.6% |
| 3M | +1.3% | +6.3% | -5.0% | -0.5% |
| 6M | +18.1% | +20.6% | -2.5% | +12.0% |
| YTD | +16.9% | +21.2% | -4.4% | +10.4% |
| 1Y | +24.0% | +38.2% | -14.2% | +12.7% |
| 3Y | +95.6% | +185.9% | -90.3% | +44.0% |
| 5Y | +94.5% | +97.0% | -2.5% | +55.3% |
| 10Y | +571.7% | +306.8% | +264.9% | +336.7% |
| All | +571.7% | +308.1% | +263.6% | +336.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling