+94.5%
QQQ vs COP
+195.6%
-101.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.4% |
| 7D | +1.0% | -0.5% | +1.5% | +1.1% |
| 30D | -0.6% | +11.7% | -12.3% | -2.1% |
| 3M | +1.3% | +17.7% | -16.4% | -1.1% |
| 6M | +18.1% | +18.3% | -0.2% | +14.6% |
| YTD | +16.9% | +49.1% | -32.2% | +8.6% |
| 1Y | +24.0% | +53.3% | -29.3% | +14.3% |
| 3Y | +95.6% | +22.2% | +73.5% | +84.3% |
| 5Y | +94.5% | +193.3% | -98.8% | +57.6% |
| All | +94.5% | +195.6% | -101.1% | +57.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COP.
Daily Out/Under-Performance
Portfolio return minus COP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COP 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 COP 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