+22.6%
QQQ vs CI
-4.4%
+27.1%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.0% | -2.0% | -1.0% |
| 7D | -1.3% | -1.3% | +0.1% | -1.3% |
| 30D | -1.4% | +3.1% | -4.5% | -1.3% |
| 3M | +2.3% | -4.5% | +6.8% | +2.3% |
| 6M | +16.9% | +8.3% | +8.6% | +16.3% |
| YTD | +15.6% | +3.8% | +11.8% | +15.4% |
| 1Y | +22.6% | -5.0% | +27.6% | +23.3% |
| All | +22.6% | -4.4% | +27.1% | +23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 1y: compounded portfolio wealth divided by compounded CI 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…
1y analysis · Full analysis span regression · 6 months rolling