+558.6%
QQQ vs CMG
+327.5%
+231.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.8% |
| 7D | -0.6% | -2.1% | +1.5% | 0.0% |
| 30D | -1.2% | +10.9% | -12.1% | -4.3% |
| 3M | -0.2% | +15.8% | -16.0% | -5.6% |
| 6M | +17.9% | +6.9% | +11.0% | +13.7% |
| YTD | +16.6% | -2.2% | +18.8% | +15.2% |
| 1Y | +23.0% | -7.1% | +30.1% | +22.1% |
| 3Y | +92.9% | -7.1% | +100.1% | +86.5% |
| 5Y | +95.6% | -4.8% | +100.4% | +82.5% |
| All | +558.6% | +327.5% | +231.1% | +356.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CMG.
Daily Out/Under-Performance
Portfolio return minus CMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMG 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 10y: compounded portfolio wealth divided by compounded CMG 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…
10y analysis · Full analysis span regression · 6 months rolling