+1,426.4%
QQQ vs CSGP
+1,427.5%
-1.1%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.7% | +6.1% | +2.6% |
| 7D | -5.0% | +1.3% | -6.2% | -5.4% |
| 30D | -13.4% | +10.7% | -24.1% | -16.8% |
| 3M | -8.1% | +3.3% | -11.4% | -10.5% |
| 6M | -5.5% | -10.3% | +4.8% | -5.5% |
| YTD | +7.2% | -54.6% | +61.7% | +27.7% |
| 1Y | +7.8% | -54.6% | +62.4% | +28.3% |
| 3Y | +80.7% | -60.3% | +141.1% | +119.0% |
| 5Y | +69.6% | -63.3% | +132.9% | +106.8% |
| 10Y | +517.8% | +66.5% | +451.3% | +398.2% |
| All | +1,426.4% | +1,427.5% | -1.1% | +506.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling