+93.5%
QQQ vs CSGP
-61.9%
+155.4%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.6% | +0.5% |
| 7D | +0.4% | -4.1% | +4.4% | +0.9% |
| 30D | +0.2% | +2.3% | -2.1% | -0.2% |
| 3M | -2.8% | -8.2% | +5.4% | -1.8% |
| 6M | +18.0% | -35.1% | +53.1% | +27.6% |
| YTD | +17.3% | -54.0% | +71.3% | +36.3% |
| 1Y | +25.6% | -65.3% | +90.9% | +57.1% |
| All | +93.5% | -61.9% | +155.4% | +130.6% |
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