+3,123.4%
QQQ vs CME
+7,469.3%
-4,345.9%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.4% | +0.3% |
| 7D | +0.4% | -1.6% | +1.9% | +0.8% |
| 30D | +0.2% | +6.2% | -6.0% | -1.6% |
| 3M | -2.8% | +10.4% | -13.2% | -6.2% |
| 6M | +18.0% | -9.5% | +27.5% | +20.4% |
| YTD | +17.3% | +6.0% | +11.3% | +13.9% |
| 1Y | +25.6% | +9.3% | +16.3% | +20.5% |
| 3Y | +93.7% | +57.7% | +36.1% | +63.4% |
| 5Y | +94.2% | +77.7% | +16.5% | +56.8% |
| 10Y | +557.9% | +281.2% | +276.6% | +308.7% |
| All | +3,123.4% | +7,469.3% | -4,345.9% | +809.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling