+25.6%
QQQ vs CPB
-32.6%
+58.2%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.4% | +3.6% | -0.3% |
| 7D | +0.4% | -8.6% | +8.9% | -0.8% |
| 30D | +0.2% | -7.2% | +7.5% | -0.8% |
| 3M | -2.8% | +0.9% | -3.7% | -2.4% |
| 6M | +18.0% | -11.8% | +29.8% | +16.6% |
| YTD | +17.3% | -19.4% | +36.7% | +15.0% |
| 1Y | +25.6% | -30.4% | +56.0% | +21.7% |
| All | +25.6% | -32.6% | +58.2% | +21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 1y: compounded portfolio wealth divided by compounded CPB 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…
1y analysis · Full analysis span regression · 6 months rolling