+94.4%
QQQ vs CI
+40.1%
+54.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | +0.1% |
| 7D | +1.5% | -2.0% | +3.5% | +1.7% |
| 30D | -0.6% | -1.8% | +1.2% | -0.5% |
| 3M | +0.4% | -4.2% | +4.7% | +0.7% |
| 6M | +20.1% | +2.7% | +17.4% | +19.2% |
| YTD | +17.2% | +1.9% | +15.3% | +16.4% |
| 1Y | +24.7% | -6.3% | +30.9% | +24.8% |
| 3Y | +96.2% | +3.9% | +92.3% | +87.5% |
| 5Y | +94.4% | +41.9% | +52.5% | +63.5% |
| All | +94.4% | +40.1% | +54.3% | +63.5% |
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