+77.5%
QQQ vs CPB
-33.2%
+110.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.1% | -4.4% | -1.0% |
| 7D | +3.6% | -1.6% | +5.2% | +3.5% |
| 30D | -6.7% | +19.2% | -25.9% | -5.8% |
| 3M | -7.0% | -1.0% | -6.1% | -6.7% |
| 6M | -4.7% | +15.2% | -19.9% | -3.9% |
| YTD | +11.1% | -13.1% | +24.1% | +11.5% |
| 1Y | +12.3% | -22.4% | +34.7% | +12.7% |
| 3Y | +83.3% | -35.3% | +118.6% | +82.2% |
| All | +77.5% | -33.2% | +110.8% | +82.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling