+93.3%
QQQ vs CL
+29.0%
+64.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.3% |
| 7D | +1.0% | -2.3% | +3.3% | +0.7% |
| 30D | -0.6% | -5.5% | +4.9% | -1.2% |
| 3M | +1.3% | +0.8% | +0.5% | +1.3% |
| 6M | +18.1% | -4.2% | +22.3% | +17.6% |
| YTD | +16.9% | +13.4% | +3.5% | +18.1% |
| 1Y | +24.0% | +7.1% | +16.9% | +25.2% |
| All | +93.3% | +29.0% | +64.3% | +91.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling