+1,570.9%
QQQ vs CSGP
+1,445.5%
+125.4%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.6% | +0.8% |
| 7D | +0.4% | -4.1% | +4.4% | +1.5% |
| 30D | +0.2% | +2.3% | -2.1% | -0.8% |
| 3M | -2.8% | -8.2% | +5.4% | -1.8% |
| 6M | +18.0% | -35.1% | +53.1% | +30.4% |
| YTD | +17.3% | -54.0% | +71.3% | +41.3% |
| 1Y | +25.6% | -65.3% | +90.9% | +63.0% |
| 3Y | +93.7% | -62.6% | +156.3% | +141.6% |
| 5Y | +94.2% | -64.8% | +159.0% | +142.2% |
| 10Y | +557.9% | +45.1% | +512.8% | +456.0% |
| All | +1,570.9% | +1,445.5% | +125.4% | +570.2% |
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