+82.1%
QQQ vs CI
+52.1%
+30.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.6% | +2.9% | +2.4% |
| 7D | -0.2% | -1.3% | +1.1% | -0.1% |
| 30D | -7.5% | +6.4% | -13.9% | -8.0% |
| 3M | -3.8% | +10.7% | -14.5% | -4.8% |
| 6M | -3.0% | +5.5% | -8.5% | -3.7% |
| YTD | +12.8% | +11.4% | +1.4% | +11.0% |
| 1Y | +11.6% | +15.0% | -3.4% | +9.4% |
| 3Y | +85.6% | +9.0% | +76.6% | +78.3% |
| 5Y | +82.1% | +52.0% | +30.2% | +50.7% |
| All | +82.1% | +52.1% | +30.0% | +50.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling