+2,038.0%
QQQ vs CNC
+5,287.0%
-3,248.9%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.2% |
| 7D | +1.0% | -4.9% | +5.9% | +1.8% |
| 30D | -0.6% | -3.8% | +3.1% | -0.1% |
| 3M | +1.3% | -3.2% | +4.6% | +1.5% |
| 6M | +18.1% | +47.9% | -29.7% | +9.3% |
| YTD | +16.9% | +55.7% | -38.8% | +6.8% |
| 1Y | +24.0% | +106.2% | -82.3% | +7.1% |
| 3Y | +95.6% | -2.1% | +97.7% | +84.6% |
| 5Y | +94.5% | +3.4% | +91.1% | +79.3% |
| 10Y | +571.7% | +91.7% | +480.1% | +436.2% |
| All | +2,038.0% | +5,287.0% | -3,248.9% | +879.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling