+78.5%
QQQ vs CFG
+66.0%
+12.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.2% | -0.5% |
| 7D | -1.5% | +0.7% | -2.2% | -1.7% |
| 30D | -10.2% | +2.8% | -13.0% | -10.9% |
| 3M | -6.3% | -10.1% | +3.8% | -3.1% |
| 6M | -4.9% | +3.2% | -8.1% | -6.3% |
| YTD | +10.2% | +14.2% | -4.0% | +4.6% |
| 1Y | +8.8% | +27.4% | -18.6% | -0.5% |
| 3Y | +81.4% | +187.6% | -106.2% | +23.2% |
| 5Y | +78.5% | +65.7% | +12.8% | +48.0% |
| All | +78.5% | +66.0% | +12.5% | +48.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling