+1,919.0%
QQQ vs CMG
+3,903.3%
-1,984.3%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.2% | +0.4% |
| 7D | +1.0% | -6.5% | +7.5% | +2.8% |
| 30D | -0.6% | +12.1% | -12.7% | -3.8% |
| 3M | +1.3% | +20.6% | -19.3% | -4.8% |
| 6M | +18.1% | +2.1% | +16.0% | +15.7% |
| YTD | +16.9% | -2.6% | +19.5% | +15.7% |
| 1Y | +24.0% | -8.7% | +32.7% | +23.7% |
| 3Y | +95.6% | -7.4% | +103.0% | +90.7% |
| 5Y | +94.5% | -5.7% | +100.2% | +86.1% |
| 10Y | +571.7% | +322.3% | +249.4% | +322.0% |
| All | +1,919.0% | +3,903.3% | -1,984.3% | +544.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling