+534.7%
QQQ vs CME
+308.7%
+226.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.4% |
| 7D | +3.6% | +3.9% | -0.3% | +2.6% |
| 30D | -6.7% | +11.3% | -18.1% | -9.5% |
| 3M | -7.0% | +19.6% | -26.6% | -11.7% |
| 6M | -4.7% | +8.1% | -12.7% | -7.2% |
| YTD | +11.1% | +20.4% | -9.4% | +3.9% |
| 1Y | +12.3% | +16.5% | -4.2% | +6.1% |
| 3Y | +83.3% | +66.4% | +16.9% | +50.0% |
| 5Y | +77.5% | +74.5% | +3.0% | +41.1% |
| All | +534.7% | +308.7% | +226.0% | +295.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 10y: compounded portfolio wealth divided by compounded CME 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…
10y analysis · Full analysis span regression · 6 months rolling