+1,570.9%
QQQ vs CPB
+18.8%
+1,552.2%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.4% | +3.6% | +0.9% |
| 7D | +0.4% | -8.6% | +8.9% | +2.2% |
| 30D | +0.2% | -7.2% | +7.5% | +1.6% |
| 3M | -2.8% | +0.9% | -3.7% | -3.6% |
| 6M | +18.0% | -11.8% | +29.8% | +20.1% |
| YTD | +17.3% | -19.4% | +36.7% | +21.5% |
| 1Y | +25.6% | -30.4% | +56.0% | +34.0% |
| 3Y | +93.7% | -40.2% | +133.9% | +109.7% |
| 5Y | +94.2% | -39.5% | +133.7% | +106.4% |
| 10Y | +557.9% | -47.4% | +605.2% | +600.3% |
| All | +1,570.9% | +18.8% | +1,552.2% | +1,213.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling