+69.8%
QQQ vs CSGP
-63.4%
+133.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.7% | +6.1% | +2.5% |
| 7D | -5.0% | +1.3% | -6.2% | -5.3% |
| 30D | -13.4% | +10.7% | -24.1% | -16.6% |
| 3M | -8.1% | +3.3% | -11.4% | -10.3% |
| 6M | -5.5% | -10.3% | +4.8% | -5.0% |
| YTD | +7.2% | -54.6% | +61.7% | +33.2% |
| 1Y | +7.8% | -54.6% | +62.4% | +33.7% |
| 3Y | +80.7% | -60.3% | +141.1% | +126.4% |
| All | +69.8% | -63.4% | +133.2% | +116.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling