+93.3%
QQQM vs CAG
-39.7%
+133.0%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +0.8% |
| 7D | -0.6% | -5.7% | +5.1% | -1.1% |
| 30D | -1.2% | -2.4% | +1.2% | -1.4% |
| 3M | -0.1% | +9.8% | -9.9% | +0.8% |
| 6M | +18.0% | -10.8% | +28.8% | +17.9% |
| YTD | +16.7% | -10.8% | +27.5% | +16.6% |
| 1Y | +23.0% | -19.0% | +42.0% | +22.5% |
| 3Y | +93.3% | -39.7% | +133.0% | +91.5% |
| All | +93.3% | -39.7% | +133.0% | +91.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 3y: compounded portfolio wealth divided by compounded CAG 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…
3y analysis · Full analysis span regression · 6 months rolling