+1,506.2%
QQQ vs CP
+7,379.6%
-5,873.4%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | 0.0% | +2.3% | +2.3% |
| 7D | -0.2% | -0.7% | +0.5% | +0.1% |
| 30D | -7.5% | +9.6% | -17.1% | -10.8% |
| 3M | -3.8% | +2.2% | -6.0% | -4.9% |
| 6M | -3.0% | +11.1% | -14.1% | -7.5% |
| YTD | +12.8% | +28.2% | -15.4% | +1.1% |
| 1Y | +11.6% | +32.2% | -20.6% | -1.2% |
| 3Y | +85.6% | +35.5% | +50.0% | +60.5% |
| 5Y | +82.1% | +26.8% | +55.3% | +60.3% |
| 10Y | +538.0% | +256.9% | +281.0% | +269.0% |
| All | +1,506.2% | +7,379.6% | -5,873.4% | +230.4% |
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