+1,564.8%
QQQ vs CHD
+3,613.9%
-2,049.1%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | +0.1% |
| 7D | +1.0% | -4.2% | +5.2% | +2.3% |
| 30D | -0.6% | -7.6% | +6.9% | +1.6% |
| 3M | +1.3% | -1.6% | +2.9% | +1.4% |
| 6M | +18.1% | -6.3% | +24.5% | +19.7% |
| YTD | +16.9% | +14.6% | +2.3% | +11.1% |
| 1Y | +24.0% | +1.6% | +22.4% | +21.8% |
| 3Y | +95.6% | +3.1% | +92.5% | +87.8% |
| 5Y | +94.5% | +21.1% | +73.4% | +74.8% |
| 10Y | +571.7% | +128.6% | +443.1% | +377.4% |
| All | +1,564.8% | +3,613.9% | -2,049.1% | +469.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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