+686.8%
QQQ vs CFG
+396.4%
+290.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | +0.4% | +1.5% | -1.2% | -0.1% |
| 30D | +0.2% | -3.8% | +4.1% | +1.3% |
| 3M | -2.8% | +11.5% | -14.3% | -5.9% |
| 6M | +18.0% | +19.2% | -1.2% | +12.0% |
| YTD | +17.3% | +23.7% | -6.4% | +10.0% |
| 1Y | +25.6% | +38.8% | -13.3% | +13.7% |
| 3Y | +93.7% | +178.9% | -85.2% | +42.1% |
| 5Y | +94.2% | +101.8% | -7.6% | +52.7% |
| 10Y | +557.9% | +317.3% | +240.6% | +277.9% |
| All | +686.8% | +396.4% | +290.5% | +322.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling