+58.2%
QQQI vs CPB
-46.1%
+104.3%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.9% |
| 7D | -0.3% | -1.8% | +1.4% | -0.5% |
| 30D | -0.3% | -7.1% | +6.8% | -0.7% |
| 3M | +1.3% | -6.0% | +7.4% | +1.1% |
| 6M | +11.5% | -5.3% | +16.7% | +11.4% |
| YTD | +11.3% | -20.8% | +32.1% | +10.4% |
| 1Y | +16.9% | -33.8% | +50.7% | +15.5% |
| All | +58.2% | -46.1% | +104.3% | +53.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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