+1,501.1%
QQQ vs CI
+1,340.9%
+160.1%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | +0.1% |
| 7D | +6.4% | -1.7% | +8.1% | +6.8% |
| 30D | -7.5% | +4.9% | -12.3% | -8.6% |
| 3M | -4.8% | +7.4% | -12.2% | -6.7% |
| 6M | -2.5% | +0.4% | -2.9% | -3.3% |
| YTD | +12.4% | +9.5% | +2.9% | +8.8% |
| 1Y | +11.3% | +12.0% | -0.6% | +7.1% |
| 3Y | +85.0% | +7.1% | +77.9% | +74.4% |
| 5Y | +79.6% | +49.3% | +30.3% | +54.0% |
| 10Y | +535.9% | +146.6% | +389.3% | +365.6% |
| All | +1,501.1% | +1,340.9% | +160.1% | +614.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling