+1,123.7%
QQQ vs CG
+341.4%
+782.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | +0.6% |
| 7D | +1.5% | -1.3% | +2.8% | +1.9% |
| 30D | -0.6% | -3.2% | +2.5% | +0.2% |
| 3M | +0.4% | +6.2% | -5.8% | -2.1% |
| 6M | +20.1% | -4.7% | +24.7% | +20.9% |
| YTD | +17.2% | -20.6% | +37.8% | +24.7% |
| 1Y | +24.7% | -26.4% | +51.1% | +35.3% |
| 3Y | +96.2% | +55.4% | +40.8% | +59.1% |
| 5Y | +94.4% | +9.8% | +84.6% | +71.6% |
| 10Y | +556.7% | +341.4% | +215.3% | +282.2% |
| All | +1,123.7% | +341.4% | +782.3% | +596.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling