+542.4%
QQQ vs CL
+84.7%
+457.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | +6.4% | -0.8% | +7.2% | +6.6% |
| 30D | -7.5% | +9.5% | -16.9% | -10.0% |
| 3M | -4.8% | +6.6% | -11.5% | -6.8% |
| 6M | -2.5% | +13.2% | -15.7% | -6.8% |
| YTD | +12.4% | +26.9% | -14.5% | +2.8% |
| 1Y | +11.3% | +27.6% | -16.3% | +1.4% |
| 3Y | +85.0% | +39.1% | +45.9% | +56.8% |
| 5Y | +79.6% | +41.3% | +38.3% | +49.2% |
| All | +542.4% | +84.7% | +457.7% | +373.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 10y: compounded portfolio wealth divided by compounded CL 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…
10y analysis · Full analysis span regression · 6 months rolling