+51.8%
QQQI vs CF
+73.4%
-21.6%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | +3.3% | +4.8% | -1.4% | +3.4% |
| 30D | -5.8% | +4.7% | -10.5% | -5.6% |
| 3M | -5.0% | +7.4% | -12.4% | -4.9% |
| 6M | -3.2% | +0.6% | -3.8% | -3.0% |
| YTD | +6.8% | +64.1% | -57.3% | +1.8% |
| 1Y | +9.0% | +51.4% | -42.4% | +4.8% |
| All | +51.8% | +73.4% | -21.6% | +38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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