+34.8%
QQQM vs CAI
-11.0%
+45.8%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -1.3% | -5.1% | +3.8% | -1.0% |
| 30D | -1.4% | +3.9% | -5.3% | -1.6% |
| 3M | +2.2% | +40.1% | -37.9% | 0.0% |
| 6M | +16.9% | +29.7% | -12.8% | +14.3% |
| YTD | +15.7% | -10.9% | +26.6% | +15.0% |
| 1Y | +22.7% | -28.0% | +50.7% | +22.5% |
| All | +34.8% | -11.0% | +45.8% | +34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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