+86.1%
QQQ vs CSGP
-61.8%
+147.9%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.2% | +2.5% | +2.3% |
| 7D | -0.2% | -7.1% | +6.9% | +0.3% |
| 30D | -7.5% | +3.6% | -11.1% | -8.2% |
| 3M | -3.8% | -2.7% | -1.1% | -4.0% |
| 6M | -3.0% | -8.0% | +5.0% | -2.7% |
| YTD | +12.8% | -55.0% | +67.7% | +30.2% |
| 1Y | +11.6% | -55.8% | +67.3% | +29.2% |
| All | +86.1% | -61.8% | +147.9% | +118.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling