+83.3%
QQQ vs CME
+65.9%
+17.4%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.0% |
| 7D | +3.6% | +3.9% | -0.3% | +4.4% |
| 30D | -6.7% | +11.3% | -18.1% | -4.6% |
| 3M | -7.0% | +19.6% | -26.6% | -3.6% |
| 6M | -4.7% | +8.1% | -12.7% | -2.3% |
| YTD | +11.1% | +20.4% | -9.4% | +15.9% |
| 1Y | +12.3% | +16.5% | -4.2% | +16.7% |
| 3Y | +83.3% | +66.4% | +16.9% | +100.3% |
| All | +83.3% | +65.9% | +17.4% | +100.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling