+12.3%
QQQ vs CL
+29.8%
-17.5%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.8% | -3.0% | -0.8% |
| 7D | +3.6% | +3.2% | +0.4% | +4.4% |
| 30D | -6.7% | +8.0% | -14.8% | -4.9% |
| 3M | -7.0% | +7.9% | -14.9% | -5.2% |
| 6M | -4.7% | +14.7% | -19.4% | -1.7% |
| YTD | +11.1% | +29.2% | -18.1% | +17.2% |
| 1Y | +12.3% | +29.5% | -17.3% | +18.6% |
| All | +12.3% | +29.8% | -17.5% | +18.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling