+1,426.4%
QQQ vs CL
+650.9%
+775.5%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.2% | +3.6% | +2.1% |
| 7D | -5.0% | +1.3% | -6.3% | -5.4% |
| 30D | -13.4% | +11.4% | -24.8% | -16.7% |
| 3M | -8.1% | +4.4% | -12.5% | -9.8% |
| 6M | -5.5% | +10.8% | -16.3% | -9.6% |
| YTD | +7.2% | +25.1% | -18.0% | -2.1% |
| 1Y | +7.8% | +28.0% | -20.2% | -2.5% |
| 3Y | +80.7% | +37.6% | +43.1% | +56.0% |
| 5Y | +69.6% | +39.7% | +29.9% | +44.3% |
| 10Y | +517.8% | +75.8% | +442.0% | +377.4% |
| All | +1,426.4% | +650.9% | +775.5% | +671.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling