+534.7%
QQQ vs CG
+278.5%
+256.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.2% | -1.6% |
| 7D | +3.6% | +0.2% | +3.4% | +3.5% |
| 30D | -6.7% | +11.2% | -17.9% | -10.5% |
| 3M | -7.0% | -22.1% | +15.1% | +1.3% |
| 6M | -4.7% | -17.9% | +13.3% | +1.4% |
| YTD | +11.1% | -31.3% | +42.4% | +24.8% |
| 1Y | +12.3% | -24.0% | +36.2% | +21.2% |
| 3Y | +83.3% | +45.0% | +38.3% | +46.7% |
| 5Y | +77.5% | -22.6% | +100.1% | +73.7% |
| All | +534.7% | +278.5% | +256.2% | +274.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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