+553.4%
QQQ vs CSGP
+44.3%
+509.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.6% | +1.0% |
| 7D | +0.4% | -4.1% | +4.4% | +1.7% |
| 30D | +0.2% | +2.3% | -2.1% | -1.0% |
| 3M | -2.8% | -8.2% | +5.4% | -1.5% |
| 6M | +18.0% | -35.1% | +53.1% | +35.0% |
| YTD | +17.3% | -54.0% | +71.3% | +51.2% |
| 1Y | +25.6% | -65.3% | +90.9% | +80.3% |
| 3Y | +93.7% | -62.6% | +156.3% | +160.5% |
| 5Y | +94.2% | -64.8% | +159.0% | +158.8% |
| All | +553.4% | +44.3% | +509.1% | +409.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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