+552.9%
QQQ vs CPB
-45.5%
+598.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.3% | +3.2% | -0.7% |
| 7D | -1.3% | -5.4% | +4.1% | -0.9% |
| 30D | -1.4% | -7.8% | +6.5% | -0.8% |
| 3M | +2.3% | -6.9% | +9.2% | +2.6% |
| 6M | +16.9% | -12.2% | +29.1% | +17.8% |
| YTD | +15.6% | -21.1% | +36.7% | +17.6% |
| 1Y | +22.6% | -33.5% | +56.1% | +26.8% |
| 3Y | +93.5% | -43.2% | +136.7% | +101.3% |
| 5Y | +93.9% | -40.9% | +134.8% | +98.8% |
| All | +552.9% | -45.5% | +598.3% | +572.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling