+1,469.9%
QQQ vs CP
+7,381.2%
-5,911.4%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | -1.5% | +2.8% | -4.3% | -2.6% |
| 30D | -10.2% | +11.0% | -21.2% | -13.9% |
| 3M | -6.3% | +3.8% | -10.1% | -7.9% |
| 6M | -4.9% | +9.5% | -14.4% | -8.8% |
| YTD | +10.2% | +28.2% | -18.0% | -1.2% |
| 1Y | +8.8% | +33.0% | -24.2% | -3.9% |
| 3Y | +81.4% | +35.5% | +45.8% | +56.8% |
| 5Y | +78.5% | +25.8% | +52.7% | +57.6% |
| 10Y | +523.8% | +250.7% | +273.1% | +263.1% |
| All | +1,469.9% | +7,381.2% | -5,911.4% | +222.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling