+571.7%
QQQ vs CP
+224.3%
+347.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.2% |
| 7D | +1.0% | +0.6% | +0.4% | +0.7% |
| 30D | -0.6% | -0.5% | -0.1% | -0.5% |
| 3M | +1.3% | +0.1% | +1.2% | +0.8% |
| 6M | +18.1% | +7.8% | +10.3% | +13.2% |
| YTD | +16.9% | +22.9% | -6.0% | +4.7% |
| 1Y | +24.0% | +21.3% | +2.7% | +11.5% |
| 3Y | +95.6% | +20.4% | +75.3% | +72.9% |
| 5Y | +94.5% | +34.9% | +59.6% | +60.2% |
| 10Y | +571.7% | +233.3% | +338.4% | +259.3% |
| All | +571.7% | +224.3% | +347.4% | +259.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 10y: compounded portfolio wealth divided by compounded CP 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…
10y analysis · Full analysis span regression · 6 months rolling