+552.9%
QQQ vs CME
+280.4%
+272.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.8% | -1.0% |
| 7D | -1.3% | -2.4% | +1.1% | -0.6% |
| 30D | -1.4% | +6.2% | -7.5% | -3.0% |
| 3M | +2.3% | +4.4% | -2.1% | +0.7% |
| 6M | +16.9% | -9.6% | +26.5% | +19.6% |
| YTD | +15.6% | +3.8% | +11.9% | +13.0% |
| 1Y | +22.6% | +9.5% | +13.1% | +17.5% |
| 3Y | +93.5% | +51.9% | +41.6% | +62.0% |
| 5Y | +93.9% | +78.7% | +15.2% | +51.5% |
| All | +552.9% | +280.4% | +272.5% | +341.8% |
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