+24.7%
QQQ vs CL
+6.7%
+18.0%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | -0.2% |
| 7D | +1.5% | -1.4% | +2.9% | +1.2% |
| 30D | -0.6% | -5.2% | +4.6% | -1.8% |
| 3M | +0.4% | +3.3% | -2.9% | +0.9% |
| 6M | +20.1% | -4.4% | +24.4% | +18.3% |
| YTD | +17.2% | +13.9% | +3.3% | +21.7% |
| 1Y | +24.7% | +7.6% | +17.1% | +29.3% |
| All | +24.7% | +6.7% | +18.0% | +29.3% |
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