+95.7%
QQQ vs CNC
+10.7%
+85.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.7% | +0.8% |
| 7D | -0.6% | -0.9% | +0.4% | -0.5% |
| 30D | -1.2% | -1.0% | -0.2% | -1.2% |
| 3M | -0.2% | +4.5% | -4.7% | -0.6% |
| 6M | +17.9% | +85.2% | -67.3% | +12.9% |
| YTD | +16.6% | +61.4% | -44.8% | +12.4% |
| 1Y | +23.0% | +94.9% | -71.9% | +16.6% |
| 3Y | +92.9% | 0.0% | +92.9% | +89.9% |
| All | +95.7% | +10.7% | +85.0% | +96.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 5y: compounded portfolio wealth divided by compounded CNC 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…
5y analysis · Full analysis span regression · 6 months rolling