+1,469.9%
QQQ vs CL
+662.8%
+807.0%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.8% | -0.7% |
| 7D | -1.5% | +2.6% | -4.1% | -2.4% |
| 30D | -10.2% | +11.8% | -21.9% | -13.6% |
| 3M | -6.3% | +5.9% | -12.2% | -8.4% |
| 6M | -4.9% | +13.3% | -18.2% | -9.7% |
| YTD | +10.2% | +27.1% | -16.9% | +0.2% |
| 1Y | +8.8% | +28.0% | -19.2% | -1.5% |
| 3Y | +81.4% | +39.4% | +42.0% | +55.9% |
| 5Y | +78.5% | +40.8% | +37.7% | +51.6% |
| 10Y | +523.8% | +84.9% | +438.9% | +374.2% |
| All | +1,469.9% | +662.8% | +807.0% | +689.8% |
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